-42.5%
TSLL vs MULL
+1,230.7%
-1,273.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -2.2% |
| 7D | +17.8% | +24.5% | -6.7% | +9.7% |
| 30D | +8.2% | -35.5% | +43.8% | +20.5% |
| 3M | +20.9% | -44.8% | +65.7% | +36.6% |
| 6M | -37.5% | -45.5% | +8.0% | -41.0% |
| YTD | -44.5% | +232.5% | -277.0% | -77.7% |
| 1Y | -33.0% | +343.3% | -376.2% | -77.8% |
| All | -42.5% | +1,230.7% | -1,273.1% | -92.2% |
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