+662.1%
MU vs TSEM
+241.4%
+420.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +7.2% | +10.4% | -3.3% | +1.6% |
| 30D | +14.0% | -12.9% | +26.9% | +22.4% |
| 3M | +5.4% | -9.2% | +14.6% | +10.3% |
| 6M | +170.3% | +98.8% | +71.5% | +79.9% |
| YTD | +250.7% | +87.2% | +163.5% | +137.8% |
| 1Y | +662.1% | +239.0% | +423.1% | +269.3% |
| All | +662.1% | +241.4% | +420.7% | +269.3% |
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 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