+189.8%
MU vs TLN
-8.1%
+197.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -1.0% | +1.9% |
| 7D | -12.0% | +9.1% | -21.1% | -16.3% |
| 30D | -28.7% | -4.1% | -24.7% | -27.0% |
| 3M | -16.4% | +4.4% | -20.9% | -19.4% |
| 6M | -1.8% | -6.0% | +4.2% | +1.5% |
| YTD | +157.1% | -3.1% | +160.2% | +148.4% |
| All | +189.8% | -8.1% | +197.8% | +186.3% |
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