+114.0%
TE vs MULL
+2,366.2%
-2,252.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.3% | +2.6% | -4.1% |
| 7D | +0.9% | +3.6% | -2.7% | -0.5% |
| 30D | -16.3% | +22.0% | -38.3% | -22.6% |
| 3M | -40.8% | -8.6% | -32.1% | -43.9% |
| 6M | -42.6% | +248.5% | -291.1% | -63.5% |
| YTD | -31.4% | +516.3% | -547.7% | -63.5% |
| 1Y | +144.9% | +2,036.6% | -1,891.7% | -9.0% |
| All | +114.0% | +2,366.2% | -2,252.1% | -37.3% |
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