+11.3%
TSEM vs MLM
+3,710.9%
-3,699.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.7% | +7.5% |
| 7D | +6.9% | -2.9% | +9.8% | +8.0% |
| 30D | +5.3% | -6.8% | +12.1% | +7.8% |
| 3M | -14.9% | -11.2% | -3.7% | -12.3% |
| 6M | +80.0% | -21.8% | +101.9% | +93.6% |
| YTD | +89.4% | -17.0% | +106.3% | +98.9% |
| 1Y | +253.1% | -16.4% | +269.5% | +269.7% |
| 3Y | +642.1% | +14.5% | +627.6% | +595.8% |
| 5Y | +659.1% | +41.7% | +617.4% | +552.6% |
| 10Y | +1,291.4% | +200.0% | +1,091.3% | +793.0% |
| All | +11.3% | +3,710.9% | -3,699.6% | -64.1% |
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