+673.8%
TSEM vs MUB
+77.1%
+596.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +20.5% | -0.8% | +21.3% | +21.0% |
| 30D | -29.0% | +2.4% | -31.4% | -29.9% |
| 3M | -39.4% | -1.1% | -38.3% | -39.0% |
| 6M | -28.5% | -1.0% | -27.5% | -28.2% |
| YTD | +34.4% | -0.3% | +34.7% | +34.7% |
| 1Y | +48.3% | 0.0% | +48.3% | +48.4% |
| 3Y | +543.5% | +10.2% | +533.4% | +512.2% |
| 5Y | +331.4% | +2.9% | +328.5% | +324.1% |
| 10Y | +881.1% | +21.9% | +859.2% | +812.4% |
| All | +673.8% | +77.1% | +596.7% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling