+847.8%
MU vs TSM
+243.5%
+604.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | -0.7% |
| 7D | -22.0% | -7.6% | -14.5% | -15.4% |
| 30D | -36.6% | -20.5% | -16.1% | -20.9% |
| 3M | -21.7% | -10.0% | -11.7% | -12.6% |
| 6M | +3.5% | -10.1% | +13.6% | +19.2% |
| YTD | +141.9% | +24.5% | +117.4% | +113.7% |
| 1Y | +189.8% | +31.2% | +158.7% | +147.2% |
| 3Y | +855.4% | +322.0% | +533.4% | +234.7% |
| All | +847.8% | +243.5% | +604.3% | +299.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling