+1,282.5%
TSEM vs MKTX
+5.0%
+1,277.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -18.7% | +0.7% | -19.5% | -18.8% |
| 3M | -18.1% | +40.8% | -58.9% | -21.9% |
| 6M | +77.1% | -8.0% | +85.1% | +78.1% |
| YTD | +80.1% | -8.7% | +88.9% | +81.1% |
| 1Y | +220.4% | -11.8% | +232.2% | +223.2% |
| 3Y | +650.1% | -24.0% | +674.1% | +653.8% |
| 5Y | +628.9% | -60.3% | +689.2% | +726.7% |
| All | +1,282.5% | +5.0% | +1,277.4% | +1,093.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling