+5.2%
TEM vs MULL
+1,230.7%
-1,225.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -4.7% |
| 7D | -5.9% | +24.5% | -30.4% | -10.2% |
| 30D | +4.8% | -35.5% | +40.3% | +11.2% |
| 3M | +31.9% | -44.8% | +76.7% | +42.0% |
| 6M | +56.0% | -45.5% | +101.4% | +47.3% |
| YTD | +21.3% | +232.5% | -211.3% | -37.4% |
| 1Y | +5.4% | +343.3% | -337.9% | -52.2% |
| All | +5.2% | +1,230.7% | -1,225.4% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling