+1,138.0%
MUU vs TSLL
-9.0%
+1,147.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.9% | +1.6% | +7.5% |
| 7D | -27.2% | -14.3% | -12.9% | -19.3% |
| 30D | -54.0% | -6.2% | -47.9% | -50.9% |
| 3M | -41.4% | +21.2% | -62.6% | -45.6% |
| 6M | -42.5% | -36.6% | -5.9% | -28.6% |
| YTD | +211.2% | -47.8% | +259.0% | +308.4% |
| 1Y | +313.4% | -45.2% | +358.6% | +428.5% |
| All | +1,138.0% | -9.0% | +1,147.0% | +1,046.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling