+2,581.4%
MULL vs TSN
-11.5%
+2,592.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.0% |
| 7D | +14.8% | -7.3% | +22.1% | +11.8% |
| 30D | +36.6% | -8.6% | +45.2% | +32.2% |
| 3M | -8.9% | -7.5% | -1.4% | -10.2% |
| 6M | +311.9% | -14.1% | +326.1% | +309.4% |
| YTD | +579.8% | -9.4% | +589.3% | +582.4% |
| 1Y | +2,421.5% | -4.1% | +2,425.6% | +2,429.3% |
| All | +2,581.4% | -11.5% | +2,592.9% | +2,748.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling