+1,341.2%
MU vs TSLQ
-95.9%
+1,437.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -3.3% |
| 7D | +7.2% | -8.6% | +15.7% | +5.2% |
| 30D | +14.0% | -24.9% | +38.9% | +8.0% |
| 3M | +5.4% | -1.5% | +6.9% | +9.5% |
| 6M | +170.3% | -18.1% | +188.3% | +180.2% |
| YTD | +250.7% | -0.1% | +250.8% | +280.6% |
| 1Y | +662.1% | -51.4% | +713.5% | +651.1% |
| 3Y | +1,341.2% | -95.9% | +1,437.1% | +1,108.8% |
| All | +1,341.2% | -95.9% | +1,437.1% | +1,108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling