+786.5%
TSEM vs MUB
+21.8%
+764.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.7% |
| 7D | +7.0% | -1.3% | +8.2% | +8.1% |
| 30D | -29.8% | +2.2% | -31.9% | -31.1% |
| 3M | -41.9% | -1.6% | -40.3% | -41.2% |
| 6M | -45.8% | -1.3% | -44.5% | -45.2% |
| YTD | +25.1% | -0.7% | +25.8% | +25.8% |
| 1Y | +48.2% | -0.2% | +48.4% | +48.6% |
| 3Y | +476.5% | +9.6% | +466.9% | +432.1% |
| 5Y | +301.4% | +2.6% | +298.9% | +293.3% |
| All | +786.5% | +21.8% | +764.7% | +790.0% |
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