+475.1%
MULL vs TCOM
-39.6%
+514.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.2% | -16.9% | -13.4% |
| 7D | -35.9% | +10.7% | -46.6% | -35.4% |
| 30D | -47.3% | +10.1% | -57.4% | -46.9% |
| 3M | -30.6% | -8.9% | -21.7% | -29.3% |
| 6M | +13.7% | -19.2% | +32.9% | +28.6% |
| YTD | +272.1% | -40.6% | +312.7% | +390.6% |
| 1Y | +475.1% | -39.0% | +514.1% | +626.8% |
| All | +475.1% | -39.6% | +514.7% | +626.8% |
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