-57.4%
MUZ vs TLN
+2.6%
-60.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +4.9% | -28.7% | -16.2% |
| 7D | -17.7% | +15.9% | -33.5% | +9.1% |
| 30D | +14.5% | -0.3% | +14.7% | +27.5% |
| 3M | -25.7% | +5.8% | -31.6% | -11.0% |
| All | -57.4% | +2.6% | -60.0% | -32.1% |
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