+475.1%
MULL vs TYL
-10.1%
+485.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.7% | -18.4% | -6.7% |
| 7D | -35.9% | +17.3% | -53.2% | -16.6% |
| 30D | -47.3% | +28.9% | -76.2% | -20.0% |
| 3M | -30.6% | +35.1% | -65.6% | +16.3% |
| 6M | +13.7% | +29.3% | -15.6% | +121.3% |
| YTD | +272.1% | -6.8% | +278.9% | +439.4% |
| 1Y | +475.1% | -9.9% | +485.0% | +683.5% |
| All | +475.1% | -10.1% | +485.1% | +683.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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