+11.3%
TSEM vs MTB
+3,300.4%
-3,289.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.7% | +5.2% | +6.3% |
| 30D | +5.3% | -4.2% | +9.5% | +6.8% |
| 3M | -14.9% | +8.9% | -23.8% | -17.5% |
| 6M | +80.0% | +10.9% | +69.2% | +73.6% |
| YTD | +89.4% | +21.5% | +67.9% | +77.2% |
| 1Y | +253.1% | +21.9% | +231.2% | +230.0% |
| 3Y | +642.1% | +109.2% | +532.9% | +484.9% |
| 5Y | +659.1% | +102.0% | +557.1% | +484.4% |
| 10Y | +1,291.4% | +171.9% | +1,119.4% | +832.4% |
| All | +11.3% | +3,300.4% | -3,289.1% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling