+962.2%
MU vs TLN
+678.8%
+283.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -15.2% | +1.1% | -16.3% | -15.4% |
| 30D | -29.5% | -4.6% | -24.9% | -27.7% |
| 3M | -15.8% | +5.2% | -21.0% | -18.6% |
| 6M | -2.9% | -6.5% | +3.6% | +0.4% |
| YTD | +154.2% | -3.6% | +157.9% | +153.2% |
| 1Y | +186.6% | -8.2% | +194.8% | +191.5% |
| 3Y | +871.5% | +559.7% | +311.8% | +344.0% |
| All | +962.2% | +678.8% | +283.4% | +362.9% |
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