+415.9%
TSEM vs MULL
+2,561.4%
-2,145.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +11.8% | -4.0% | +4.9% |
| 7D | +6.9% | +17.3% | -10.4% | +2.7% |
| 30D | +5.3% | +23.5% | -18.2% | -0.6% |
| 3M | -14.9% | -24.0% | +9.1% | -15.2% |
| 6M | +80.0% | +276.7% | -196.7% | +15.6% |
| YTD | +89.4% | +565.1% | -475.7% | +3.6% |
| 1Y | +253.1% | +2,802.6% | -2,549.5% | +31.5% |
| All | +415.9% | +2,561.4% | -2,145.5% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling