+80.5%
TSEM vs MTB
+27.0%
+53.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.2% | -9.9% | -9.0% |
| 7D | -23.1% | +2.0% | -25.1% | -23.4% |
| 30D | -40.4% | +2.9% | -43.3% | -40.8% |
| 3M | -37.9% | -10.7% | -27.2% | -35.6% |
| 6M | -30.8% | +6.3% | -37.2% | -34.2% |
| YTD | +26.7% | +13.8% | +12.9% | +11.9% |
| 1Y | +80.5% | +27.7% | +52.7% | +38.7% |
| All | +80.5% | +27.0% | +53.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling