+1,211.6%
MULL vs TSN
+0.6%
+1,211.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -5.6% |
| 7D | +24.5% | -1.4% | +26.0% | +23.5% |
| 30D | -35.5% | +8.5% | -44.0% | -31.9% |
| 3M | -44.8% | +5.3% | -50.1% | -42.0% |
| 6M | -45.5% | -10.5% | -35.0% | -41.7% |
| YTD | +232.5% | +3.0% | +229.6% | +260.5% |
| 1Y | +343.3% | +12.1% | +331.1% | +378.1% |
| All | +1,211.6% | +0.6% | +1,211.0% | +1,405.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling