+253.1%
TSEM vs MTB
+23.4%
+229.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.7% | +5.2% | +6.4% |
| 30D | +5.3% | -4.2% | +9.5% | +6.5% |
| 3M | -14.9% | +8.9% | -23.8% | -18.4% |
| 6M | +80.0% | +10.9% | +69.2% | +71.0% |
| YTD | +89.4% | +21.5% | +67.9% | +71.3% |
| 1Y | +253.1% | +21.9% | +231.2% | +191.9% |
| All | +253.1% | +23.4% | +229.7% | +191.9% |
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