+762.0%
TSEM vs MXL
+270.5%
+491.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -2.7% |
| 7D | +10.4% | +15.5% | -5.0% | +6.3% |
| 30D | -12.9% | -11.3% | -1.6% | -10.5% |
| 3M | -9.2% | -16.1% | +6.9% | -5.8% |
| 6M | +98.8% | +323.0% | -224.3% | +22.8% |
| YTD | +87.2% | +281.5% | -194.3% | +18.5% |
| 1Y | +239.0% | +319.3% | -80.3% | +107.3% |
| 3Y | +679.5% | +189.4% | +490.1% | +369.1% |
| 5Y | +667.3% | +26.0% | +641.3% | +429.7% |
| 10Y | +1,301.0% | +243.5% | +1,057.5% | +565.4% |
| All | +762.0% | +270.5% | +491.6% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling