+2,302.1%
MULL vs TD
+123.7%
+2,178.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.4% |
| 7D | -8.4% | -0.5% | -7.9% | -7.8% |
| 30D | +9.7% | -1.9% | +11.6% | +13.2% |
| 3M | -26.8% | +4.8% | -31.5% | -31.8% |
| 6M | +220.7% | +28.0% | +192.7% | +112.2% |
| YTD | +509.0% | +30.3% | +478.7% | +285.2% |
| 1Y | +1,739.5% | +59.8% | +1,679.7% | +713.2% |
| All | +2,302.1% | +123.7% | +2,178.4% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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