+887.4%
TSEM vs MLM
+140.5%
+746.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.9% |
| 7D | +6.8% | -5.8% | +12.6% | +9.4% |
| 30D | -26.6% | +9.8% | -36.5% | -29.4% |
| 3M | -36.3% | -5.2% | -31.2% | -35.3% |
| 6M | -30.6% | -10.3% | -20.3% | -28.8% |
| YTD | +35.3% | -15.5% | +50.8% | +41.6% |
| 1Y | +59.2% | -15.0% | +74.3% | +66.4% |
| 3Y | +547.7% | +17.5% | +530.2% | +492.0% |
| 5Y | +337.5% | +30.5% | +307.0% | +276.1% |
| 10Y | +887.4% | +145.5% | +741.9% | +532.7% |
| All | +887.4% | +140.5% | +746.9% | +532.7% |
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