-11.2%
TDG vs MULL
+2,620.5%
-2,631.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -1.9% |
| 7D | -2.4% | +14.8% | -17.2% | -2.9% |
| 30D | -8.0% | +36.6% | -44.6% | -9.1% |
| 3M | -10.5% | -8.9% | -1.6% | -11.7% |
| 6M | -11.9% | +311.9% | -323.9% | -20.8% |
| YTD | -15.4% | +579.8% | -595.2% | -26.1% |
| 1Y | -14.2% | +2,421.5% | -2,435.8% | -30.8% |
| All | -11.2% | +2,620.5% | -2,631.7% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling