+266.3%
MUU vs TSLL
-57.5%
+323.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.6% | +0.5% | +3.4% |
| 7D | -42.8% | -21.2% | -21.6% | -30.6% |
| 30D | -63.6% | -13.3% | -50.3% | -58.2% |
| 3M | -48.5% | +15.4% | -63.9% | -53.3% |
| 6M | -36.9% | -34.2% | -2.7% | -14.2% |
| YTD | +176.7% | -52.9% | +229.6% | +315.0% |
| 1Y | +266.3% | -54.3% | +320.6% | +445.4% |
| All | +266.3% | -57.5% | +323.7% | +445.4% |
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 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