-34.4%
TSEM vs MLM
+3,807.6%
-3,842.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -5.2% | -6.8% | -10.3% |
| 7D | -30.3% | -1.2% | -29.1% | -30.1% |
| 30D | -49.3% | +7.9% | -57.2% | -50.7% |
| 3M | -38.0% | -4.5% | -33.5% | -37.2% |
| 6M | -41.9% | -12.6% | -29.3% | -40.1% |
| YTD | +11.6% | -14.9% | +26.4% | +15.9% |
| 1Y | +50.5% | -13.1% | +63.5% | +55.3% |
| 3Y | +445.3% | +21.2% | +424.1% | +401.3% |
| 5Y | +272.2% | +32.0% | +240.2% | +226.6% |
| 10Y | +748.9% | +195.3% | +553.6% | +446.6% |
| All | -34.4% | +3,807.6% | -3,842.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling