-5.0%
TEM vs MULL
+2,561.4%
-2,566.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.8% | -11.9% | -2.3% |
| 7D | +0.9% | +17.3% | -16.4% | -2.4% |
| 30D | +38.4% | +23.5% | +14.9% | +31.9% |
| 3M | +23.7% | -24.0% | +47.6% | +18.6% |
| 6M | +26.0% | +276.7% | -250.8% | -25.9% |
| YTD | +9.4% | +565.1% | -555.6% | -48.8% |
| 1Y | -17.3% | +2,802.6% | -2,819.9% | -78.5% |
| All | -5.0% | +2,561.4% | -2,566.4% | -79.9% |
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