+365.6%
MUU vs TSLL
-39.8%
+405.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -2.7% |
| 7D | +24.7% | +17.8% | +6.8% | +12.3% |
| 30D | -35.1% | +8.2% | -43.4% | -35.3% |
| 3M | -44.3% | +20.9% | -65.1% | -50.3% |
| 6M | -44.4% | -37.5% | -6.9% | -24.9% |
| YTD | +244.9% | -44.5% | +289.4% | +352.6% |
| 1Y | +365.6% | -33.0% | +398.6% | +435.9% |
| All | +365.6% | -39.8% | +405.4% | +435.9% |
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