+207.6%
TSEM vs MTB
+22.5%
+185.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.5% |
| 3M | -10.9% | +7.4% | -18.3% | -14.1% |
| 6M | +78.0% | +18.7% | +59.3% | +62.5% |
| YTD | +77.2% | +21.1% | +56.1% | +59.7% |
| 1Y | +207.6% | +24.1% | +183.5% | +156.9% |
| All | +207.6% | +22.5% | +185.0% | +156.9% |
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