+679.5%
TSEM vs MUB
+8.8%
+670.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +10.4% | -0.3% | +10.7% | +10.6% |
| 30D | -12.9% | -1.5% | -11.4% | -12.2% |
| 3M | -9.2% | -1.9% | -7.2% | -8.1% |
| 6M | +98.8% | -1.7% | +100.5% | +100.4% |
| YTD | +87.2% | -0.8% | +88.0% | +88.3% |
| 1Y | +239.0% | +1.5% | +237.5% | +238.8% |
| 3Y | +679.5% | +8.8% | +670.7% | +632.5% |
| All | +679.5% | +8.8% | +670.8% | +632.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling