+1,646.4%
MU vs TSLQ
-97.0%
+1,743.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.0% | -5.9% | +8.6% |
| 7D | +9.0% | -5.8% | +14.8% | +7.9% |
| 30D | +13.8% | -22.1% | +35.9% | +8.7% |
| 3M | +2.1% | +10.1% | -8.0% | +9.4% |
| 6M | +153.8% | -6.8% | +160.6% | +170.3% |
| YTD | +256.4% | +8.5% | +247.9% | +293.8% |
| 1Y | +719.8% | -49.7% | +769.5% | +714.5% |
| 3Y | +1,360.4% | -95.6% | +1,456.0% | +1,132.6% |
| All | +1,646.4% | -97.0% | +1,743.4% | +1,372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling