+2,802.6%
MULL vs TPG
-6.0%
+2,808.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.1% | +12.9% | +12.5% |
| 7D | +17.3% | -2.4% | +19.8% | +19.2% |
| 30D | +23.5% | +11.1% | +12.4% | +13.9% |
| 3M | -24.0% | +26.3% | -50.2% | -35.6% |
| 6M | +276.7% | +18.3% | +258.4% | +229.8% |
| YTD | +565.1% | -14.4% | +579.5% | +618.5% |
| 1Y | +2,802.6% | -6.7% | +2,809.3% | +2,997.9% |
| All | +2,802.6% | -6.0% | +2,808.6% | +2,997.9% |
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