+1,000.7%
MUU vs TSLL
-18.0%
+1,018.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.6% | +0.5% | +5.2% |
| 7D | -42.8% | -21.2% | -21.6% | -34.3% |
| 30D | -63.6% | -13.3% | -50.3% | -59.8% |
| 3M | -48.5% | +15.4% | -63.9% | -51.2% |
| 6M | -36.9% | -34.2% | -2.7% | -22.2% |
| YTD | +176.7% | -52.9% | +229.6% | +280.0% |
| 1Y | +266.3% | -54.3% | +320.6% | +404.0% |
| All | +1,000.7% | -18.0% | +1,018.6% | +966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling