+3.5%
MU vs TSEM
-41.0%
+44.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +2.1% |
| 7D | -22.0% | -17.5% | -4.5% | -11.9% |
| 30D | -36.6% | -44.7% | +8.1% | -10.4% |
| 3M | -21.7% | -38.9% | +17.2% | +1.7% |
| 6M | +3.5% | -36.7% | +40.2% | +39.0% |
| All | +3.5% | -41.0% | +44.5% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling