+0.1%
MCHP vs TSLL
-51.4%
+51.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | +5.7% | +17.8% | -12.1% | +2.5% |
| 30D | -13.4% | +8.2% | -21.7% | -15.0% |
| 3M | -20.1% | +20.9% | -41.0% | -23.8% |
| 6M | -35.5% | -37.5% | +2.0% | -32.0% |
| YTD | -1.6% | -44.5% | +42.9% | +3.9% |
| 1Y | +15.5% | -33.0% | +48.4% | +17.3% |
| 3Y | -13.2% | -6.4% | -6.8% | -32.7% |
| All | +0.1% | -51.4% | +51.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling