+1,259.9%
TSEM vs MTB
+172.9%
+1,087.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.1% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | -16.6% | -4.6% | -12.0% | -15.2% |
| 3M | -10.9% | +7.4% | -18.3% | -13.5% |
| 6M | +78.0% | +18.7% | +59.3% | +66.6% |
| YTD | +77.2% | +21.1% | +56.1% | +64.4% |
| 1Y | +207.6% | +24.1% | +183.5% | +182.8% |
| 3Y | +637.8% | +115.3% | +522.5% | +460.3% |
| 5Y | +617.0% | +106.0% | +511.0% | +427.6% |
| All | +1,259.9% | +172.9% | +1,087.0% | +761.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling