+4,277.4%
MU vs TSEM
+839.5%
+3,437.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.6% |
| 7D | -15.2% | -9.5% | -5.7% | -9.9% |
| 30D | -29.5% | -35.5% | +5.9% | -10.4% |
| 3M | -15.8% | -41.6% | +25.8% | +11.5% |
| 6M | -2.9% | -30.1% | +27.2% | +13.8% |
| YTD | +154.2% | +25.7% | +128.5% | +105.7% |
| 1Y | +186.6% | +50.5% | +136.1% | +109.4% |
| 3Y | +871.5% | +501.7% | +369.8% | +212.7% |
| 5Y | +911.7% | +310.9% | +600.8% | +281.1% |
| 10Y | +4,277.4% | +849.8% | +3,427.6% | +779.3% |
| All | +4,277.4% | +839.5% | +3,437.8% | +779.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling