+475.1%
MULL vs TSLQ
-17.8%
+492.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.4% | -20.2% | -9.8% |
| 7D | -35.9% | +9.8% | -45.7% | -31.7% |
| 30D | -47.3% | -6.0% | -41.3% | -47.6% |
| 3M | -30.6% | -35.0% | +4.4% | -44.4% |
| 6M | +13.7% | -24.9% | +38.6% | +29.4% |
| YTD | +272.1% | -12.7% | +284.8% | +379.7% |
| 1Y | +475.1% | -21.0% | +496.1% | +623.9% |
| All | +475.1% | -17.8% | +492.8% | +623.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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