+849.8%
TSEM vs MLM
+149.0%
+700.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -9.5% | -2.9% | -6.6% | -8.4% |
| 30D | -35.5% | +10.4% | -45.9% | -38.0% |
| 3M | -41.6% | -3.7% | -37.8% | -40.9% |
| 6M | -30.1% | -10.3% | -19.8% | -28.3% |
| YTD | +25.7% | -14.8% | +40.5% | +31.2% |
| 1Y | +50.5% | -13.9% | +64.3% | +56.5% |
| 3Y | +501.7% | +18.4% | +483.3% | +448.7% |
| 5Y | +310.9% | +31.8% | +279.1% | +252.2% |
| 10Y | +849.8% | +143.4% | +706.4% | +509.0% |
| All | +849.8% | +149.0% | +700.8% | +509.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling