+80.5%
TSEM vs MLM
-11.4%
+91.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -9.0% |
| 7D | -23.1% | +9.1% | -32.2% | -24.2% |
| 30D | -40.4% | +14.6% | -55.0% | -42.0% |
| 3M | -37.9% | +0.3% | -38.2% | -37.8% |
| 6M | -30.8% | -7.5% | -23.3% | -28.8% |
| YTD | +26.7% | -10.2% | +37.0% | +27.6% |
| 1Y | +80.5% | -10.5% | +91.0% | +83.7% |
| All | +80.5% | -11.4% | +91.9% | +83.7% |
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