+1,259.9%
TSEM vs MUB
+16.7%
+1,243.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.3% |
| 7D | +0.9% | -1.2% | +2.2% | +1.9% |
| 30D | -16.6% | -2.8% | -13.9% | -14.8% |
| 3M | -10.9% | -3.1% | -7.9% | -8.7% |
| 6M | +78.0% | -2.9% | +80.9% | +82.2% |
| YTD | +77.2% | -2.0% | +79.2% | +80.3% |
| 1Y | +207.6% | 0.0% | +207.6% | +208.2% |
| 3Y | +637.8% | +7.4% | +630.4% | +595.0% |
| 5Y | +617.0% | +0.8% | +616.2% | +612.9% |
| All | +1,259.9% | +16.7% | +1,243.2% | +1,281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling