+635.3%
MU vs TSLQ
-50.3%
+685.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +7.5% | -8.0% | +15.5% | +4.9% |
| 30D | +19.4% | -23.8% | +43.2% | +10.8% |
| 3M | +9.8% | -7.0% | +16.8% | +13.8% |
| 6M | +164.1% | -17.1% | +181.3% | +179.7% |
| YTD | +260.3% | +0.1% | +260.3% | +301.3% |
| All | +635.3% | -50.3% | +685.6% | +644.5% |
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