+1,330.3%
MULL vs TYL
-30.6%
+1,360.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.9% | +23.1% | +24.8% |
| 7D | -2.5% | +0.5% | -3.1% | -1.2% |
| 30D | -40.1% | +25.2% | -65.2% | -25.4% |
| 3M | -28.2% | +31.8% | -60.0% | -5.4% |
| 6M | -39.6% | +36.3% | -75.9% | -11.0% |
| YTD | +262.6% | -6.3% | +268.9% | +476.7% |
| 1Y | +366.2% | -9.5% | +375.7% | +652.0% |
| All | +1,330.3% | -30.6% | +1,360.9% | +2,709.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling