+1,739.5%
MULL vs TSN
-1.7%
+1,741.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -0.6% |
| 7D | -8.4% | +3.0% | -11.5% | -6.6% |
| 30D | +9.7% | -4.2% | +13.9% | +7.6% |
| 3M | -26.8% | -3.9% | -22.9% | -26.8% |
| 6M | +220.7% | -9.8% | +230.5% | +226.3% |
| YTD | +509.0% | -7.3% | +516.3% | +538.5% |
| 1Y | +1,739.5% | -2.2% | +1,741.7% | +1,821.7% |
| All | +1,739.5% | -1.7% | +1,741.2% | +1,821.7% |
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