+504.3%
MUU vs TSLL
-48.4%
+552.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.3% | -7.7% | -10.1% |
| 7D | -35.9% | -9.4% | -26.4% | -31.6% |
| 30D | -47.1% | +1.6% | -48.7% | -47.4% |
| 3M | -29.8% | +29.4% | -59.3% | -43.3% |
| 6M | +16.0% | -20.1% | +36.2% | +34.2% |
| YTD | +286.1% | -44.5% | +330.6% | +409.4% |
| 1Y | +504.3% | -46.0% | +550.3% | +687.3% |
| All | +504.3% | -48.4% | +552.7% | +687.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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