+1,315.7%
MU vs TSEM
+657.0%
+658.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.8% | -1.8% | +2.1% |
| 7D | +9.0% | +6.9% | +2.1% | +5.3% |
| 30D | +13.8% | +5.3% | +8.5% | +9.5% |
| 3M | +2.1% | -14.9% | +17.0% | +10.1% |
| 6M | +153.8% | +80.0% | +73.8% | +82.6% |
| YTD | +256.4% | +89.4% | +167.0% | +148.5% |
| 1Y | +719.8% | +253.1% | +466.7% | +323.0% |
| 3Y | +1,360.4% | +642.1% | +718.2% | +434.9% |
| All | +1,315.7% | +657.0% | +658.7% | +425.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling