+337.6%
MULL vs TMF
-29.9%
+367.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.1% |
| 7D | +43.3% | -8.2% | +51.4% | +46.5% |
| 30D | -37.4% | +5.3% | -42.8% | -40.8% |
| 3M | -36.8% | -8.5% | -28.4% | -34.5% |
| 6M | -36.9% | -17.2% | -19.7% | -28.8% |
| YTD | +250.7% | -23.4% | +274.1% | +284.4% |
| 1Y | +337.6% | -30.2% | +367.8% | +393.3% |
| All | +337.6% | -29.9% | +367.5% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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