+228.8%
MU vs TSLQ
-32.4%
+261.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -1.2% |
| 7D | +12.8% | -16.8% | +29.6% | +6.7% |
| 30D | -14.9% | -18.0% | +3.1% | -17.0% |
| 3M | -18.0% | -34.5% | +16.4% | -24.5% |
| 6M | -3.1% | -8.9% | +5.8% | +6.2% |
| YTD | +172.9% | -19.0% | +191.9% | +191.2% |
| 1Y | +228.8% | -38.2% | +267.1% | +227.0% |
| All | +228.8% | -32.4% | +261.2% | +227.0% |
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