+265.1%
MU vs TSEM
+79.9%
+185.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.7% | +1.7% | -2.3% |
| 7D | -19.1% | -23.1% | +4.0% | -7.2% |
| 30D | -25.2% | -40.4% | +15.1% | -2.8% |
| 3M | -10.9% | -37.9% | +27.0% | +10.7% |
| 6M | +38.0% | -30.8% | +68.8% | +64.9% |
| YTD | +178.8% | +26.7% | +152.1% | +131.8% |
| 1Y | +265.1% | +80.5% | +184.7% | +146.0% |
| All | +265.1% | +79.9% | +185.3% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling