+129.4%
TE vs MULL
+2,620.5%
-2,491.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -4.5% |
| 7D | +15.0% | +14.8% | +0.2% | +10.1% |
| 30D | -7.5% | +36.6% | -44.1% | -17.2% |
| 3M | -42.0% | -8.9% | -33.1% | -45.0% |
| 6M | -31.4% | +311.9% | -343.4% | -58.3% |
| YTD | -26.5% | +579.8% | -606.3% | -62.0% |
| 1Y | +153.1% | +2,421.5% | -2,268.5% | -10.4% |
| All | +129.4% | +2,620.5% | -2,491.0% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling