+2,802.6%
MULL vs TSN
-5.8%
+2,808.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +11.5% |
| 7D | +17.3% | -6.3% | +23.6% | +13.6% |
| 30D | +23.5% | -10.8% | +34.3% | +15.7% |
| 3M | -24.0% | -8.8% | -15.2% | -25.8% |
| 6M | +276.7% | -16.8% | +293.6% | +275.6% |
| YTD | +565.1% | -10.0% | +575.1% | +583.5% |
| 1Y | +2,802.6% | -5.3% | +2,807.8% | +3,097.8% |
| All | +2,802.6% | -5.8% | +2,808.4% | +3,097.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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