+7,333.7%
MU vs TSEM
-31.2%
+7,364.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +3.8% |
| 7D | -22.0% | -17.5% | -4.5% | -17.4% |
| 30D | -36.6% | -44.7% | +8.1% | -25.2% |
| 3M | -21.7% | -38.9% | +17.2% | -10.7% |
| 6M | +3.5% | -36.7% | +40.2% | +17.4% |
| YTD | +141.9% | +17.0% | +125.0% | +130.6% |
| 1Y | +189.8% | +62.8% | +127.0% | +153.5% |
| 3Y | +855.4% | +471.3% | +384.1% | +506.9% |
| 5Y | +869.2% | +290.3% | +578.9% | +565.9% |
| 10Y | +4,142.8% | +790.1% | +3,352.7% | +2,312.8% |
| All | +7,333.7% | -31.2% | +7,364.9% | +4,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling