-11.9%
TDG vs MULL
+370.7%
-382.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -1.8% |
| 7D | -2.4% | +14.8% | -17.2% | -2.7% |
| 30D | -8.0% | +36.6% | -44.6% | -8.6% |
| 3M | -10.5% | -8.9% | -1.6% | -11.5% |
| 6M | -11.9% | +311.9% | -323.9% | -26.0% |
| All | -11.9% | +370.7% | -382.6% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling