+2,581.4%
MULL vs TSLQ
-84.3%
+2,665.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.5% |
| 7D | +14.8% | -8.0% | +22.8% | +9.9% |
| 30D | +36.6% | -23.8% | +60.3% | +21.0% |
| 3M | -8.9% | -7.0% | -1.9% | -1.2% |
| 6M | +311.9% | -17.1% | +329.0% | +374.8% |
| YTD | +579.8% | +0.1% | +579.8% | +768.6% |
| 1Y | +2,421.5% | -51.2% | +2,472.7% | +2,526.0% |
| All | +2,581.4% | -84.3% | +2,665.7% | +2,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling