+15.7%
TFC vs MULL
+1,303.2%
-1,287.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | +0.1% | +43.3% | -43.2% | -1.3% |
| 30D | +8.6% | -37.4% | +46.1% | +9.8% |
| 3M | -4.3% | -36.8% | +32.5% | -3.8% |
| 6M | +5.4% | -36.9% | +42.3% | +1.5% |
| YTD | +4.5% | +250.7% | -246.1% | -15.7% |
| 1Y | +14.0% | +337.6% | -323.6% | -11.0% |
| All | +15.7% | +1,303.2% | -1,287.5% | -31.7% |
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