+29.9%
MCHP vs TSLL
-48.4%
+78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.0% |
| 7D | -5.4% | -9.4% | +4.0% | -3.5% |
| 30D | -7.5% | +1.6% | -9.1% | -8.0% |
| 3M | -6.0% | +29.4% | -35.4% | -12.0% |
| 6M | -20.1% | -20.1% | +0.1% | -18.7% |
| YTD | +20.2% | -44.5% | +64.7% | +25.2% |
| 1Y | +29.9% | -46.0% | +75.9% | +34.3% |
| All | +29.9% | -48.4% | +78.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling