-38.3%
MU vs TSLL
-16.5%
-21.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -21.9% | +4.4% | -4.4% |
| 7D | -29.7% | -28.9% | -0.9% | -15.3% |
| 30D | -37.2% | -21.4% | -15.8% | -27.9% |
| All | -38.3% | -16.5% | -21.8% | -29.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling