+621.7%
TSEM vs MXL
+40.1%
+581.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | -0.1% |
| 7D | -4.9% | +18.9% | -23.7% | -8.9% |
| 30D | -18.7% | +0.3% | -19.1% | -19.0% |
| 3M | -18.1% | -8.0% | -10.1% | -17.2% |
| 6M | +77.1% | +341.2% | -264.1% | +17.3% |
| YTD | +80.1% | +327.8% | -247.7% | +19.8% |
| 1Y | +220.4% | +364.9% | -144.5% | +107.4% |
| 3Y | +650.1% | +229.2% | +420.8% | +373.2% |
| All | +621.7% | +40.1% | +581.6% | +454.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling