+19.1%
MCHP vs TSLL
-54.0%
+73.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.9% | -8.9% | -2.5% |
| 7D | +2.8% | +5.8% | -3.0% | +1.3% |
| 30D | -12.8% | +21.7% | -34.5% | -16.6% |
| 3M | -19.2% | -28.2% | +9.0% | -16.1% |
| 6M | +14.5% | -29.5% | +44.0% | +17.9% |
| YTD | +17.1% | -47.5% | +64.7% | +25.6% |
| 1Y | +15.3% | -20.8% | +36.1% | +12.6% |
| 3Y | +0.5% | -26.7% | +27.2% | -18.7% |
| All | +19.1% | -54.0% | +73.1% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling