+637.8%
TSEM vs MXL
+200.2%
+437.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -3.2% |
| 7D | +0.9% | +16.6% | -15.7% | -3.0% |
| 30D | -16.6% | +0.5% | -17.1% | -16.9% |
| 3M | -10.9% | -3.6% | -7.3% | -10.3% |
| 6M | +78.0% | +328.0% | -250.0% | +14.8% |
| YTD | +77.2% | +297.8% | -220.6% | +16.2% |
| 1Y | +207.6% | +339.4% | -131.8% | +94.5% |
| All | +637.8% | +200.2% | +437.7% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling