+80.5%
TSEM vs MULL
+444.9%
-364.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -13.8% | +5.0% | -4.8% |
| 7D | -23.1% | -35.9% | +12.8% | -12.9% |
| 30D | -40.4% | -47.3% | +7.0% | -29.1% |
| 3M | -37.9% | -30.6% | -7.3% | -31.9% |
| 6M | -30.8% | +13.7% | -44.5% | -37.3% |
| YTD | +26.7% | +272.1% | -245.4% | -21.7% |
| 1Y | +80.5% | +475.1% | -394.6% | -5.5% |
| All | +80.5% | +444.9% | -364.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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