+2,302.1%
MULL vs TSLQ
-84.1%
+2,386.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.7% |
| 7D | -8.4% | -6.6% | -1.8% | -11.3% |
| 30D | +9.7% | -24.3% | +34.0% | -2.9% |
| 3M | -26.8% | -3.6% | -23.1% | -20.2% |
| 6M | +220.7% | -12.0% | +232.7% | +279.5% |
| YTD | +509.0% | +1.4% | +507.7% | +684.0% |
| 1Y | +1,739.5% | -43.6% | +1,783.1% | +1,923.9% |
| All | +2,302.1% | -84.1% | +2,386.3% | +2,391.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling