+402.5%
TSEM vs MULL
+2,620.5%
-2,218.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.8% |
| 7D | +4.7% | +14.8% | -10.1% | +1.2% |
| 30D | -14.2% | +36.6% | -50.8% | -21.0% |
| 3M | -5.0% | -8.9% | +3.8% | -8.5% |
| 6M | +87.6% | +311.9% | -224.4% | +17.8% |
| YTD | +84.4% | +579.8% | -495.4% | +0.3% |
| 1Y | +235.4% | +2,421.5% | -2,186.1% | +29.2% |
| All | +402.5% | +2,620.5% | -2,218.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling