+19.3%
TPR vs MULL
+444.9%
-425.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.8% | +17.3% | +3.8% |
| 7D | +12.6% | -35.9% | +48.6% | +13.7% |
| 30D | +7.1% | -47.3% | +54.5% | +8.6% |
| 3M | -19.4% | -30.6% | +11.2% | -19.3% |
| 6M | -9.7% | +13.7% | -23.4% | -17.8% |
| YTD | -1.0% | +272.1% | -273.1% | -20.2% |
| 1Y | +19.3% | +475.1% | -455.8% | -9.1% |
| All | +19.3% | +444.9% | -425.6% | -9.1% |
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