-26.5%
TSEM vs MTB
+3,035.0%
-3,061.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.1% |
| 7D | +7.0% | +1.5% | +5.4% | +6.5% |
| 30D | -29.8% | +2.3% | -32.1% | -30.3% |
| 3M | -41.9% | -12.1% | -29.8% | -39.6% |
| 6M | -45.8% | +9.8% | -55.6% | -47.6% |
| YTD | +25.1% | +12.0% | +13.1% | +19.9% |
| 1Y | +48.2% | +22.0% | +26.2% | +38.4% |
| 3Y | +476.5% | +107.6% | +368.9% | +356.6% |
| 5Y | +301.4% | +61.9% | +239.6% | +231.4% |
| 10Y | +812.9% | +116.3% | +696.6% | +554.3% |
| All | -26.5% | +3,035.0% | -3,061.5% | -80.0% |
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