+675.7%
TSEM vs MNDY
-49.8%
+725.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -4.9% | -4.6% | -0.2% | -4.6% |
| 30D | -18.7% | +1.0% | -19.8% | -19.1% |
| 3M | -18.1% | +9.1% | -27.2% | -19.2% |
| 6M | +77.1% | +14.2% | +62.9% | +72.7% |
| YTD | +80.1% | -41.1% | +121.3% | +87.1% |
| 1Y | +220.4% | -54.7% | +275.1% | +240.5% |
| 3Y | +650.1% | -50.6% | +700.6% | +684.7% |
| 5Y | +628.9% | -76.7% | +705.5% | +660.9% |
| All | +675.7% | -49.8% | +725.5% | +710.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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