+2,302.1%
MULL vs TCOM
-39.1%
+2,341.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -8.4% | -4.9% | -3.5% | -6.4% |
| 30D | +9.7% | -14.4% | +24.1% | +17.3% |
| 3M | -26.8% | -17.7% | -9.1% | -21.7% |
| 6M | +220.7% | -25.1% | +245.8% | +266.3% |
| YTD | +509.0% | -45.7% | +554.8% | +760.3% |
| 1Y | +1,739.5% | -47.9% | +1,787.4% | +2,585.8% |
| All | +2,302.1% | -39.1% | +2,341.2% | +2,765.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling