+786.5%
TSEM vs MLM
+138.2%
+648.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | +7.0% | -0.9% | +7.8% | +7.4% |
| 30D | -29.8% | +9.0% | -38.8% | -32.3% |
| 3M | -41.9% | -5.6% | -36.4% | -40.8% |
| 6M | -45.8% | -10.7% | -35.1% | -44.3% |
| YTD | +25.1% | -17.2% | +42.3% | +31.9% |
| 1Y | +48.2% | -14.2% | +62.5% | +54.3% |
| 3Y | +476.5% | +15.6% | +460.9% | +430.1% |
| 5Y | +301.4% | +26.2% | +275.2% | +249.5% |
| All | +786.5% | +138.2% | +648.2% | +472.9% |
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