+5,441.6%
MU vs TSM
+15,282.5%
-9,840.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +4.2% |
| 7D | +9.0% | +2.7% | +6.2% | +7.1% |
| 30D | +13.8% | +3.6% | +10.2% | +11.4% |
| 3M | +2.1% | -3.4% | +5.5% | +7.5% |
| 6M | +153.8% | +20.6% | +133.2% | +132.3% |
| YTD | +256.4% | +41.9% | +214.5% | +195.0% |
| 1Y | +719.8% | +84.4% | +635.4% | +479.4% |
| 3Y | +1,360.4% | +380.2% | +980.1% | +461.9% |
| 5Y | +1,312.4% | +275.3% | +1,037.1% | +528.3% |
| 10Y | +6,142.6% | +1,751.4% | +4,391.2% | +957.0% |
| All | +5,441.6% | +15,282.5% | -9,840.9% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling