-1.9%
MCHP vs TSLL
-30.6%
+28.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.8% | +13.3% | +3.6% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | -4.1% | +17.8% | -21.8% | -7.5% |
| 3M | -22.5% | -37.0% | +14.5% | -17.7% |
| 6M | +7.3% | -37.7% | +45.0% | +12.9% |
| YTD | +18.4% | -51.4% | +69.8% | +28.6% |
| 1Y | +18.1% | -23.4% | +41.5% | +16.2% |
| All | -1.9% | -30.6% | +28.7% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling