+680.4%
TSEM vs MKTX
+1,445.1%
-764.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -14.2% | +1.0% | -15.2% | -14.4% |
| 3M | -5.0% | +40.8% | -45.8% | -11.0% |
| 6M | +87.6% | -10.9% | +98.5% | +89.5% |
| YTD | +84.4% | -8.6% | +93.0% | +85.1% |
| 1Y | +235.4% | -11.6% | +247.0% | +237.5% |
| 3Y | +668.0% | -24.5% | +692.5% | +674.7% |
| 5Y | +644.7% | -60.7% | +705.5% | +733.4% |
| 10Y | +1,326.7% | +5.1% | +1,321.5% | +1,179.5% |
| All | +680.4% | +1,445.1% | -764.7% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling