+1,362.4%
MU vs TSLL
-30.6%
+1,393.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.8% | +17.9% | +8.4% |
| 7D | +9.0% | +1.9% | +7.1% | +8.0% |
| 30D | +13.8% | +17.8% | -3.9% | +9.3% |
| 3M | +2.1% | -37.0% | +39.1% | +9.0% |
| 6M | +153.8% | -37.7% | +191.5% | +170.1% |
| YTD | +256.4% | -51.4% | +307.8% | +292.6% |
| 1Y | +719.8% | -23.4% | +743.1% | +725.6% |
| All | +1,362.4% | -30.6% | +1,393.1% | +1,198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling