+47.0%
TRV vs MULL
+2,366.2%
-2,319.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.3% | +9.9% | +0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -1.4% |
| 30D | -1.8% | +22.0% | -23.8% | -1.4% |
| 3M | +21.6% | -8.6% | +30.2% | +22.0% |
| 6M | +22.5% | +248.5% | -226.1% | +22.5% |
| YTD | +28.1% | +516.3% | -488.1% | +27.4% |
| 1Y | +37.0% | +2,036.6% | -1,999.6% | +32.1% |
| All | +47.0% | +2,366.2% | -2,319.1% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling