+501.7%
TSEM vs MUB
+10.5%
+491.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -9.5% | +0.6% | -10.1% | -9.7% |
| 30D | -35.5% | +3.4% | -38.9% | -36.8% |
| 3M | -41.6% | -0.7% | -40.9% | -41.2% |
| 6M | -30.1% | -1.0% | -29.1% | -29.5% |
| YTD | +25.7% | 0.0% | +25.7% | +26.1% |
| 1Y | +50.5% | +0.4% | +50.1% | +50.9% |
| 3Y | +501.7% | +10.5% | +491.2% | +435.5% |
| All | +501.7% | +10.5% | +491.2% | +435.5% |
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