+1,271.9%
MU vs TSLQ
-97.9%
+1,369.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -2.4% |
| 7D | +21.6% | -26.6% | +48.2% | +14.2% |
| 30D | -16.2% | -17.5% | +1.3% | -17.5% |
| 3M | -12.4% | -41.7% | +29.3% | -18.9% |
| 6M | +4.2% | -16.9% | +21.1% | +9.0% |
| YTD | +180.0% | -21.9% | +201.9% | +197.3% |
| 1Y | +226.4% | -32.5% | +258.9% | +240.4% |
| 3Y | +969.7% | -97.2% | +1,066.9% | +746.9% |
| All | +1,271.9% | -97.9% | +1,369.7% | +1,011.7% |
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 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