+719.8%
MU vs TSLQ
-50.5%
+770.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.0% | -5.9% | +9.7% |
| 7D | +9.0% | -5.8% | +14.8% | +7.3% |
| 30D | +13.8% | -22.1% | +35.9% | +6.0% |
| 3M | +2.1% | +10.1% | -8.0% | +12.6% |
| 6M | +153.8% | -6.8% | +160.6% | +178.1% |
| YTD | +256.4% | +8.5% | +247.9% | +307.2% |
| 1Y | +719.8% | -49.7% | +769.5% | +748.0% |
| All | +719.8% | -50.5% | +770.2% | +748.0% |
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