+226.4%
MU vs TSLL
-42.8%
+269.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -4.9% | -2.7% |
| 7D | +21.6% | +33.0% | -11.3% | +10.5% |
| 30D | -16.2% | +7.7% | -23.9% | -18.2% |
| 3M | -12.4% | +34.7% | -47.1% | -21.9% |
| 6M | +4.2% | -31.5% | +35.7% | +12.2% |
| YTD | +180.0% | -42.4% | +222.3% | +200.4% |
| 1Y | +226.4% | -39.7% | +266.1% | +239.9% |
| All | +226.4% | -42.8% | +269.2% | +239.9% |
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