+19.8%
TFC vs MULL
+2,561.4%
-2,541.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | -0.4% |
| 7D | +2.4% | +17.3% | -14.9% | +1.7% |
| 30D | -1.3% | +23.5% | -24.8% | -2.3% |
| 3M | +6.1% | -24.0% | +30.0% | +4.7% |
| 6M | +7.3% | +276.7% | -269.4% | -8.5% |
| YTD | +8.2% | +565.1% | -556.9% | -14.0% |
| 1Y | +14.4% | +2,802.6% | -2,788.2% | -26.1% |
| All | +19.8% | +2,561.4% | -2,541.6% | -30.3% |
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