+1,397.6%
MUU vs TSLL
-2.8%
+1,400.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +5.8% | +18.4% | +21.5% |
| 7D | -2.5% | +0.5% | -3.0% | +0.8% |
| 30D | -39.7% | +2.7% | -42.4% | -38.0% |
| 3M | -27.4% | +26.3% | -53.7% | -33.5% |
| 6M | -38.4% | -37.2% | -1.2% | -23.5% |
| YTD | +276.4% | -44.2% | +320.7% | +381.3% |
| 1Y | +390.7% | -44.0% | +434.7% | +519.4% |
| All | +1,397.6% | -2.8% | +1,400.5% | +1,251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling