+11.3%
TSEM vs MKC
+1,980.3%
-1,969.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.0% |
| 7D | +6.9% | -5.9% | +12.8% | +8.1% |
| 30D | +5.3% | -0.9% | +6.2% | +5.3% |
| 3M | -14.9% | +12.7% | -27.6% | -17.7% |
| 6M | +80.0% | -19.3% | +99.3% | +86.0% |
| YTD | +89.4% | -22.2% | +111.5% | +96.5% |
| 1Y | +253.1% | -23.3% | +276.4% | +266.4% |
| 3Y | +642.1% | -30.0% | +672.1% | +676.3% |
| 5Y | +659.1% | -33.8% | +692.9% | +691.9% |
| 10Y | +1,291.4% | +24.4% | +1,266.9% | +1,110.5% |
| All | +11.3% | +1,980.3% | -1,969.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling