+668.0%
TSEM vs MTB
+112.6%
+555.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +4.7% | +1.1% | +3.6% | +4.2% |
| 30D | -14.2% | -4.6% | -9.6% | -12.3% |
| 3M | -5.0% | +6.3% | -11.3% | -8.4% |
| 6M | +87.6% | +15.6% | +72.0% | +73.0% |
| YTD | +84.4% | +20.6% | +63.9% | +66.1% |
| 1Y | +235.4% | +22.5% | +212.9% | +199.0% |
| All | +668.0% | +112.6% | +555.4% | +462.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling