-16.2%
MCHP vs TSLL
-21.0%
+4.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +8.6% | -18.7% | -11.6% |
| 7D | -24.6% | -21.2% | -3.3% | -21.4% |
| 30D | -25.2% | -13.3% | -11.9% | -23.5% |
| 3M | -21.1% | +15.4% | -36.4% | -23.9% |
| 6M | -42.7% | -34.2% | -8.4% | -40.1% |
| YTD | -6.9% | -52.9% | +46.0% | +1.2% |
| 1Y | +0.9% | -54.3% | +55.2% | +9.4% |
| 3Y | -16.2% | -18.4% | +2.2% | -29.2% |
| All | -16.2% | -21.0% | +4.8% | -29.2% |
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