+253.1%
TSEM vs MLM
-15.9%
+268.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.7% | +7.6% |
| 7D | +6.9% | -2.9% | +9.8% | +7.5% |
| 30D | +5.3% | -6.8% | +12.1% | +6.6% |
| 3M | -14.9% | -11.2% | -3.7% | -13.3% |
| 6M | +80.0% | -21.8% | +101.9% | +90.9% |
| YTD | +89.4% | -17.0% | +106.3% | +95.6% |
| 1Y | +253.1% | -16.4% | +269.4% | +260.2% |
| All | +253.1% | -15.9% | +268.9% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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