-45.8%
TSLL vs MULL
+1,100.2%
-1,146.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.3% | -1.4% | +7.2% |
| 7D | -14.3% | -27.1% | +12.8% | -6.2% |
| 30D | -6.2% | -54.2% | +48.1% | +16.1% |
| 3M | +21.2% | -42.0% | +63.2% | +35.5% |
| 6M | -36.6% | -43.5% | +6.9% | -40.8% |
| YTD | -47.8% | +199.9% | -247.7% | -78.2% |
| 1Y | -45.2% | +292.8% | -338.1% | -81.0% |
| All | -45.8% | +1,100.2% | -1,146.0% | -92.4% |
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