+1,315.7%
MU vs TSM
+273.4%
+1,042.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +3.5% |
| 7D | +9.0% | +2.7% | +6.2% | +6.5% |
| 30D | +13.8% | +3.6% | +10.2% | +10.6% |
| 3M | +2.1% | -3.4% | +5.5% | +8.5% |
| 6M | +153.8% | +20.6% | +133.2% | +124.5% |
| YTD | +256.4% | +41.9% | +214.5% | +176.9% |
| 1Y | +719.8% | +84.4% | +635.4% | +422.8% |
| 3Y | +1,360.4% | +380.2% | +980.1% | +350.0% |
| All | +1,315.7% | +273.4% | +1,042.3% | +436.1% |
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