+391.7%
MU vs TEM
+90.1%
+301.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +3.5% |
| 7D | -22.0% | +5.3% | -27.3% | -22.8% |
| 30D | -36.6% | +8.1% | -44.7% | -37.5% |
| 3M | -21.7% | +64.9% | -86.6% | -30.7% |
| 6M | +3.5% | +42.1% | -38.6% | -5.8% |
| YTD | +141.9% | +28.8% | +113.1% | +121.7% |
| 1Y | +189.8% | +5.5% | +184.4% | +175.6% |
| All | +391.7% | +90.1% | +301.6% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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