+2,620.0%
MUU vs TSLL
-15.3%
+2,635.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -11.8% | +23.4% | +16.7% |
| 7D | +17.4% | +1.9% | +15.5% | +14.7% |
| 30D | +24.0% | +17.8% | +6.2% | +12.7% |
| 3M | -23.9% | -37.0% | +13.1% | -8.8% |
| 6M | +284.4% | -37.7% | +322.1% | +366.1% |
| YTD | +583.7% | -51.4% | +635.1% | +795.8% |
| 1Y | +2,981.5% | -23.4% | +3,004.8% | +3,263.0% |
| All | +2,620.0% | -15.3% | +2,635.3% | +2,414.5% |
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