-54.3%
TSLL vs MULL
+248.8%
-303.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.1% | -0.5% | +6.8% |
| 7D | -21.2% | -42.7% | +21.5% | -12.7% |
| 30D | -13.3% | -63.8% | +50.5% | +3.5% |
| 3M | +15.4% | -49.0% | +64.4% | +27.6% |
| 6M | -34.2% | -38.2% | +3.9% | -35.0% |
| YTD | -52.9% | +167.0% | -219.9% | -63.4% |
| 1Y | -54.3% | +247.7% | -302.1% | -67.8% |
| All | -54.3% | +248.8% | -303.2% | -67.8% |
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