+978.0%
MU vs TSM
+335.0%
+643.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | +0.4% |
| 7D | +21.6% | +14.8% | +6.8% | +6.0% |
| 30D | -16.2% | -8.9% | -7.3% | -6.7% |
| 3M | -12.4% | -5.3% | -7.1% | -6.1% |
| 6M | +4.2% | +2.6% | +1.6% | +7.1% |
| YTD | +180.0% | +34.5% | +145.5% | +126.1% |
| 1Y | +226.4% | +41.0% | +185.4% | +154.4% |
| All | +978.0% | +335.0% | +643.0% | +261.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling