+974.0%
MU vs TLN
+683.0%
+290.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -1.0% | +2.6% |
| 7D | -12.0% | +9.1% | -21.1% | -15.6% |
| 30D | -28.7% | -4.1% | -24.7% | -27.1% |
| 3M | -16.4% | +4.4% | -20.9% | -18.9% |
| 6M | -1.8% | -6.0% | +4.2% | +1.2% |
| YTD | +157.1% | -3.1% | +160.2% | +155.3% |
| 1Y | +208.5% | -6.1% | +214.6% | +210.5% |
| 3Y | +906.2% | +575.3% | +330.8% | +355.4% |
| All | +974.0% | +683.0% | +290.9% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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