+1,362.4%
MU vs TSM
+379.1%
+983.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +3.3% |
| 7D | +9.0% | +2.7% | +6.2% | +6.3% |
| 30D | +13.8% | +3.6% | +10.2% | +10.3% |
| 3M | +2.1% | -3.4% | +5.5% | +8.7% |
| 6M | +153.8% | +20.6% | +133.2% | +122.1% |
| YTD | +256.4% | +41.9% | +214.5% | +171.7% |
| 1Y | +719.8% | +84.4% | +635.4% | +408.5% |
| All | +1,362.4% | +379.1% | +983.3% | +406.3% |
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