+1,348.1%
MUU vs TSLL
+0.4%
+1,347.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -4.9% |
| 7D | +43.7% | +33.0% | +10.7% | +26.8% |
| 30D | -37.2% | +7.7% | -44.9% | -36.9% |
| 3M | -36.1% | +34.7% | -70.8% | -43.1% |
| 6M | -35.7% | -31.5% | -4.2% | -23.2% |
| YTD | +264.0% | -42.4% | +306.4% | +357.9% |
| 1Y | +359.1% | -39.7% | +398.8% | +462.1% |
| All | +1,348.1% | +0.4% | +1,347.7% | +1,185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling