+4.2%
MU vs TLN
+2.2%
+2.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -3.2% |
| 7D | +21.6% | +22.3% | -0.6% | +4.5% |
| 30D | -16.2% | +1.2% | -17.4% | -17.2% |
| 3M | -12.4% | +5.9% | -18.3% | -16.4% |
| 6M | +4.2% | +3.2% | +1.0% | +3.7% |
| All | +4.2% | +2.2% | +2.0% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling