+444.9%
TSEM vs MLM
+20.9%
+424.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -5.2% | -6.8% | -10.3% |
| 7D | -30.3% | -1.2% | -29.1% | -30.0% |
| 30D | -49.3% | +7.9% | -57.2% | -50.8% |
| 3M | -38.0% | -4.5% | -33.5% | -37.1% |
| 6M | -41.9% | -12.6% | -29.3% | -39.5% |
| YTD | +11.6% | -14.9% | +26.4% | +16.6% |
| 1Y | +50.5% | -13.1% | +63.5% | +55.9% |
| All | +444.9% | +20.9% | +424.0% | +380.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling