+265.1%
MU vs TSLQ
-17.8%
+282.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.4% | -13.4% | -5.0% |
| 7D | -19.1% | +9.8% | -29.0% | -16.6% |
| 30D | -25.2% | -6.0% | -19.2% | -25.8% |
| 3M | -10.9% | -35.0% | +24.1% | -20.3% |
| 6M | +38.0% | -24.9% | +62.9% | +42.3% |
| YTD | +178.8% | -12.7% | +191.5% | +203.9% |
| 1Y | +265.1% | -21.0% | +286.1% | +291.3% |
| All | +265.1% | -17.8% | +282.9% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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