-10.5%
TEM vs MULL
+444.9%
-455.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.8% | +10.9% | -1.3% |
| 7D | -1.3% | -35.9% | +34.6% | +3.2% |
| 30D | -9.5% | -47.3% | +37.8% | -3.7% |
| 3M | +60.7% | -30.6% | +91.3% | +65.2% |
| 6M | +35.5% | +13.7% | +21.8% | +23.3% |
| YTD | +28.0% | +272.1% | -244.1% | -4.8% |
| 1Y | -10.5% | +475.1% | -485.6% | -38.0% |
| All | -10.5% | +444.9% | -455.4% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling