+16.3%
TFC vs MULL
+2,620.5%
-2,604.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | -1.3% | +14.8% | -16.1% | -1.9% |
| 30D | -2.3% | +36.6% | -38.9% | -3.8% |
| 3M | +2.5% | -8.9% | +11.3% | +0.4% |
| 6M | +9.5% | +311.9% | -302.5% | -7.2% |
| YTD | +5.1% | +579.8% | -574.8% | -16.6% |
| 1Y | +15.5% | +2,421.5% | -2,406.1% | -23.7% |
| All | +16.3% | +2,620.5% | -2,604.2% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling