+1,145.9%
MU vs TSLQ
-97.6%
+1,243.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.3% |
| 7D | -15.2% | +4.7% | -19.9% | -12.8% |
| 30D | -29.5% | -5.6% | -24.0% | -28.6% |
| 3M | -15.8% | -34.6% | +18.8% | -20.2% |
| 6M | -2.9% | -11.4% | +8.5% | +3.2% |
| YTD | +154.2% | -14.1% | +168.3% | +175.3% |
| 1Y | +186.6% | -20.7% | +207.3% | +208.8% |
| 3Y | +871.5% | -96.9% | +968.4% | +684.5% |
| All | +1,145.9% | -97.6% | +1,243.5% | +929.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling