+14.4%
TFC vs MULL
+3,061.6%
-3,047.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | +0.1% |
| 7D | +2.4% | +17.3% | -14.9% | +2.5% |
| 30D | -1.3% | +23.5% | -24.8% | -1.2% |
| 3M | +6.1% | -24.0% | +30.0% | +5.9% |
| 6M | +7.3% | +276.7% | -269.4% | +3.8% |
| YTD | +8.2% | +565.1% | -556.9% | +3.8% |
| 1Y | +14.4% | +2,802.6% | -2,788.2% | +9.4% |
| All | +14.4% | +3,061.6% | -3,047.2% | +9.4% |
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 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