+475.1%
MULL vs TPG
+0.9%
+474.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.7% | -17.4% | -15.3% |
| 7D | -35.9% | +12.5% | -48.4% | -39.8% |
| 30D | -47.3% | +12.7% | -60.1% | -50.8% |
| 3M | -30.6% | +3.5% | -34.1% | -32.8% |
| 6M | +13.7% | +14.1% | -0.4% | +2.8% |
| YTD | +272.1% | -18.5% | +290.6% | +296.3% |
| 1Y | +475.1% | -1.8% | +476.9% | +516.3% |
| All | +475.1% | +0.9% | +474.1% | +516.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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