+16.9%
TFC vs MULL
+2,337.2%
-2,320.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.4% | -8.4% | +6.0% | -2.1% |
| 30D | -3.4% | +9.7% | -13.1% | -3.9% |
| 3M | +0.4% | -26.8% | +27.2% | -0.4% |
| 6M | +12.7% | +220.7% | -208.0% | -2.9% |
| YTD | +5.6% | +509.0% | -503.5% | -15.8% |
| 1Y | +16.0% | +1,739.5% | -1,723.5% | -20.8% |
| All | +16.9% | +2,337.2% | -2,320.3% | -31.8% |
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