-45.5%
MUZ vs TLN
-1.6%
-43.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +7.2% | -20.0% | -1.8% |
| 7D | +14.0% | +9.1% | +4.9% | +37.0% |
| 30D | +57.6% | -4.1% | +61.7% | +61.5% |
| 3M | -3.1% | +4.4% | -7.5% | +13.1% |
| All | -45.5% | -1.6% | -43.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · Available span rolling