+48.2%
TSEM vs MULL
+322.2%
-273.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.2% | -1.8% | -5.5% |
| 7D | +7.0% | +24.5% | -17.6% | +0.2% |
| 30D | -29.8% | -35.5% | +5.7% | -22.1% |
| 3M | -41.9% | -44.8% | +2.9% | -33.4% |
| 6M | -45.8% | -45.5% | -0.3% | -41.9% |
| YTD | +25.1% | +232.5% | -207.4% | -16.1% |
| 1Y | +48.2% | +343.3% | -295.0% | -9.1% |
| All | +48.2% | +322.2% | -273.9% | -9.1% |
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