+137.0%
TPR vs MULL
+2,481.0%
-2,344.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.5% |
| 7D | -3.4% | +14.0% | -17.4% | -4.3% |
| 30D | -27.3% | +24.8% | -52.1% | -28.9% |
| 3M | -16.2% | -16.1% | -0.1% | -18.7% |
| 6M | -17.9% | +330.9% | -348.8% | -37.4% |
| YTD | -7.1% | +545.0% | -552.1% | -34.4% |
| 1Y | +13.6% | +2,427.1% | -2,413.5% | -36.7% |
| All | +137.0% | +2,481.0% | -2,344.1% | +16.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling