+2,683.6%
MUU vs TSLQ
-94.4%
+2,778.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.6% |
| 7D | +15.0% | -8.0% | +23.0% | +10.7% |
| 30D | +36.8% | -23.8% | +60.6% | +23.1% |
| 3M | -8.5% | -7.0% | -1.5% | -1.4% |
| 6M | +320.7% | -17.1% | +337.8% | +379.1% |
| YTD | +599.7% | +0.1% | +599.6% | +772.0% |
| 1Y | +2,569.2% | -51.2% | +2,620.4% | +2,701.1% |
| All | +2,683.6% | -94.4% | +2,778.0% | +2,296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling