+2,302.1%
MULL vs TPG
-24.3%
+2,326.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -3.1% |
| 7D | -8.4% | -9.4% | +1.0% | +2.7% |
| 30D | +9.7% | -5.3% | +14.9% | +14.5% |
| 3M | -26.8% | +12.9% | -39.7% | -39.2% |
| 6M | +220.7% | +20.1% | +200.6% | +143.4% |
| YTD | +509.0% | -22.5% | +531.5% | +704.3% |
| 1Y | +1,739.5% | -19.7% | +1,759.2% | +2,161.7% |
| All | +2,302.1% | -24.3% | +2,326.5% | +3,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling