+236.9%
MU vs TLN
-1.4%
+238.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +7.0% | +8.9% |
| 7D | +2.0% | +15.9% | -13.9% | -6.1% |
| 30D | -18.0% | -0.3% | -17.7% | -17.8% |
| 3M | -6.6% | +5.8% | -12.4% | -10.4% |
| 6M | +2.0% | -1.2% | +3.3% | +2.7% |
| YTD | +184.5% | +1.0% | +183.4% | +168.4% |
| 1Y | +236.9% | +1.1% | +235.8% | +216.6% |
| All | +236.9% | -1.4% | +238.3% | +216.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling