+2,330.7%
MULL vs TSN
-10.3%
+2,341.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.7% | -8.8% |
| 7D | +3.6% | +1.4% | +2.3% | +4.3% |
| 30D | +22.0% | -6.2% | +28.2% | +19.5% |
| 3M | -8.6% | -5.7% | -3.0% | -9.4% |
| 6M | +248.5% | -11.4% | +259.9% | +248.7% |
| YTD | +516.3% | -8.2% | +524.5% | +522.3% |
| 1Y | +2,036.6% | -2.0% | +2,038.7% | +2,057.4% |
| All | +2,330.7% | -10.3% | +2,341.0% | +2,498.1% |
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