+2,802.6%
MULL vs TCOM
-42.5%
+2,845.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.0% |
| 7D | +17.3% | -9.5% | +26.8% | +19.5% |
| 30D | +23.5% | -10.7% | +34.2% | +26.1% |
| 3M | -24.0% | -14.6% | -9.4% | -19.5% |
| 6M | +276.7% | -19.3% | +296.1% | +311.9% |
| YTD | +565.1% | -42.9% | +608.0% | +841.0% |
| 1Y | +2,802.6% | -43.8% | +2,846.4% | +3,990.9% |
| All | +2,802.6% | -42.5% | +2,845.1% | +3,990.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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 · 6 months rolling