+4,277.4%
MU vs TLT
-13.2%
+4,290.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.6% |
| 7D | -15.2% | -0.3% | -14.9% | -15.3% |
| 30D | -29.5% | +3.7% | -33.2% | -28.5% |
| 3M | -15.8% | -0.7% | -15.1% | -15.8% |
| 6M | -2.9% | -4.2% | +1.3% | -4.4% |
| YTD | +154.2% | -4.0% | +158.2% | +150.6% |
| 1Y | +186.6% | -5.8% | +192.4% | +180.3% |
| 3Y | +871.5% | +4.1% | +867.4% | +896.6% |
| 5Y | +911.7% | -34.8% | +946.5% | +668.3% |
| 10Y | +4,277.4% | -12.3% | +4,289.7% | +4,465.7% |
| All | +4,277.4% | -13.2% | +4,290.6% | +4,465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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