+189.8%
MU vs TSLL
-57.5%
+247.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.5% | +2.2% |
| 7D | -22.0% | -21.2% | -0.8% | -15.6% |
| 30D | -36.6% | -13.3% | -23.3% | -33.4% |
| 3M | -21.7% | +15.4% | -37.1% | -26.7% |
| 6M | +3.5% | -34.2% | +37.8% | +14.9% |
| YTD | +141.9% | -52.9% | +194.8% | +180.1% |
| 1Y | +189.8% | -54.3% | +244.2% | +233.1% |
| All | +189.8% | -57.5% | +247.3% | +233.1% |
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