+20.4%
MCHP vs TSLL
-57.4%
+77.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 6M | +7.3% | -37.7% | +45.0% | +13.0% |
| YTD | +18.4% | -51.4% | +69.8% | +28.8% |
| 1Y | +18.1% | -23.4% | +41.5% | +16.1% |
| 3Y | -2.8% | -30.8% | +28.0% | -20.5% |
| All | +20.4% | -57.4% | +77.8% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling