+50.1%
TRV vs MULL
+2,337.2%
-2,287.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | +1.9% | -8.4% | +10.4% | +1.8% |
| 30D | +1.7% | +9.7% | -8.0% | +1.9% |
| 3M | +23.9% | -26.8% | +50.6% | +24.1% |
| 6M | +26.3% | +220.7% | -194.4% | +26.3% |
| YTD | +30.8% | +509.0% | -478.2% | +30.0% |
| 1Y | +36.3% | +1,739.5% | -1,703.2% | +31.9% |
| All | +50.1% | +2,337.2% | -2,287.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling