+655.5%
TSEM vs MLM
+15.1%
+640.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.7% | +7.4% |
| 7D | +6.9% | -2.9% | +9.8% | +8.0% |
| 30D | +5.3% | -6.8% | +12.1% | +7.9% |
| 3M | -14.9% | -11.2% | -3.7% | -12.1% |
| 6M | +80.0% | -21.8% | +101.9% | +96.4% |
| YTD | +89.4% | -17.0% | +106.3% | +99.8% |
| 1Y | +253.1% | -16.4% | +269.5% | +270.4% |
| All | +655.5% | +15.1% | +640.3% | +586.7% |
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 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