+4,407.5%
MU vs TLT
-12.6%
+4,420.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.7% |
| 7D | +12.8% | -3.1% | +15.9% | +11.5% |
| 30D | -14.9% | +1.0% | -15.9% | -14.5% |
| 3M | -18.0% | -2.7% | -15.3% | -18.7% |
| 6M | -3.1% | -4.1% | +1.0% | -4.6% |
| YTD | +172.9% | -5.4% | +178.3% | +167.6% |
| 1Y | +228.8% | -7.0% | +235.9% | +220.2% |
| 3Y | +950.8% | +2.8% | +948.0% | +973.4% |
| 5Y | +931.3% | -35.4% | +966.6% | +682.9% |
| All | +4,407.5% | -12.6% | +4,420.1% | +4,519.6% |
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