+226.4%
MU vs TSEM
+53.4%
+173.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.2% |
| 7D | +21.6% | +20.5% | +1.1% | +9.6% |
| 30D | -16.2% | -29.0% | +12.7% | +0.5% |
| 3M | -12.4% | -39.4% | +27.0% | +12.8% |
| 6M | +4.2% | -28.5% | +32.7% | +23.0% |
| YTD | +180.0% | +34.4% | +145.5% | +117.3% |
| 1Y | +226.4% | +48.3% | +178.1% | +134.7% |
| All | +226.4% | +53.4% | +173.0% | +134.7% |
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