+265.1%
MU vs TSLL
-48.4%
+313.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.3% | -0.7% | -5.1% |
| 7D | -19.1% | -9.4% | -9.7% | -16.6% |
| 30D | -25.2% | +1.6% | -26.8% | -25.8% |
| 3M | -10.9% | +29.4% | -40.3% | -20.0% |
| 6M | +38.0% | -20.1% | +58.1% | +43.5% |
| YTD | +178.8% | -44.5% | +223.3% | +207.8% |
| 1Y | +265.1% | -46.0% | +311.2% | +298.6% |
| All | +265.1% | -48.4% | +313.5% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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