+769.2%
TSEM vs MLM
+185.4%
+583.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.7% | +5.5% |
| 7D | -17.5% | -4.1% | -13.4% | -16.3% |
| 30D | -44.7% | +8.2% | -52.8% | -46.5% |
| 3M | -38.9% | -3.6% | -35.3% | -38.3% |
| 6M | -36.7% | -15.6% | -21.1% | -33.6% |
| YTD | +17.0% | -16.4% | +33.4% | +22.8% |
| 1Y | +62.8% | -14.3% | +77.2% | +69.5% |
| 3Y | +471.3% | +19.3% | +452.0% | +420.2% |
| 5Y | +290.3% | +29.6% | +260.7% | +237.7% |
| All | +769.2% | +185.4% | +583.8% | +469.8% |
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