+220.4%
TSEM vs MKTX
-10.6%
+231.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -0.2% | -4.6% | -4.9% |
| 30D | -18.7% | +0.7% | -19.5% | -18.7% |
| 3M | -18.1% | +40.8% | -58.9% | -12.8% |
| 6M | +77.1% | -8.0% | +85.1% | +64.7% |
| YTD | +80.1% | -8.7% | +88.9% | +67.4% |
| 1Y | +220.4% | -11.8% | +232.2% | +188.4% |
| All | +220.4% | -10.6% | +231.0% | +188.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling