+265.1%
MU vs TSM
+34.7%
+230.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.8% | -4.1% |
| 7D | -19.1% | -10.0% | -9.2% | -7.2% |
| 30D | -25.2% | -18.5% | -6.7% | -2.4% |
| 3M | -10.9% | -4.9% | -6.0% | -5.1% |
| 6M | +38.0% | -1.0% | +39.0% | +44.2% |
| YTD | +178.8% | +31.3% | +147.6% | +96.6% |
| 1Y | +265.1% | +36.0% | +229.1% | +141.8% |
| All | +265.1% | +34.7% | +230.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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