+2,330.7%
MULL vs TSLQ
-84.0%
+2,414.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.4% | -11.7% | -8.2% |
| 7D | +3.6% | +5.7% | -2.1% | +6.1% |
| 30D | +22.0% | -21.1% | +43.1% | +10.1% |
| 3M | -8.6% | -11.5% | +2.9% | -3.6% |
| 6M | +248.5% | -14.9% | +263.4% | +307.2% |
| YTD | +516.3% | +2.4% | +513.9% | +697.3% |
| 1Y | +2,036.6% | -49.8% | +2,086.4% | +2,157.6% |
| All | +2,330.7% | -84.0% | +2,414.7% | +2,433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling