-10.1%
TDG vs MULL
+2,337.2%
-2,347.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -1.9% | -8.4% | +6.6% | -1.6% |
| 30D | -7.7% | +9.7% | -17.4% | -8.1% |
| 3M | -9.3% | -26.8% | +17.4% | -9.7% |
| 6M | -9.4% | +220.7% | -230.1% | -17.8% |
| YTD | -14.3% | +509.0% | -523.3% | -24.9% |
| 1Y | -11.8% | +1,739.5% | -1,751.3% | -27.8% |
| All | -10.1% | +2,337.2% | -2,347.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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