+2,396.1%
MUU vs TSLQ
-94.3%
+2,490.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.5% |
| 7D | -8.2% | -6.6% | -1.6% | -10.8% |
| 30D | +10.2% | -24.3% | +34.5% | -1.0% |
| 3M | -26.5% | -3.6% | -22.9% | -20.5% |
| 6M | +227.2% | -12.0% | +239.2% | +281.3% |
| YTD | +527.4% | +1.4% | +526.0% | +687.2% |
| 1Y | +1,843.7% | -43.6% | +1,887.2% | +2,037.3% |
| All | +2,396.1% | -94.3% | +2,490.4% | +2,063.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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