+865.7%
TSEM vs MLM
+167.5%
+698.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +10.0% |
| 7D | -2.0% | -3.8% | +1.9% | -0.4% |
| 30D | -33.4% | +11.0% | -44.4% | -36.2% |
| 3M | -39.7% | -3.1% | -36.6% | -39.2% |
| 6M | -27.8% | -9.8% | -18.0% | -26.1% |
| YTD | +29.7% | -14.4% | +44.1% | +35.1% |
| 1Y | +81.1% | -12.6% | +93.7% | +87.4% |
| 3Y | +529.3% | +19.7% | +509.6% | +471.6% |
| 5Y | +315.0% | +29.8% | +285.2% | +258.0% |
| 10Y | +865.7% | +153.5% | +712.2% | +516.7% |
| All | +865.7% | +167.5% | +698.2% | +516.7% |
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 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