+1,579.1%
MU vs TSLQ
-97.2%
+1,676.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -4.4% |
| 7D | +2.0% | +5.7% | -3.7% | +3.2% |
| 30D | +12.5% | -21.1% | +33.6% | +7.8% |
| 3M | +9.6% | -11.5% | +21.1% | +11.3% |
| 6M | +142.6% | -14.9% | +157.5% | +153.5% |
| YTD | +242.7% | +2.4% | +240.2% | +274.2% |
| 1Y | +599.3% | -49.8% | +649.0% | +593.2% |
| 3Y | +1,308.3% | -95.8% | +1,404.1% | +1,078.3% |
| All | +1,579.1% | -97.2% | +1,676.3% | +1,299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling