-51.2%
TSLL vs MULL
+968.6%
-1,019.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.1% | -0.5% | +5.9% |
| 7D | -21.2% | -42.7% | +21.5% | -7.8% |
| 30D | -13.3% | -63.8% | +50.5% | +14.6% |
| 3M | +15.4% | -49.0% | +64.4% | +34.0% |
| 6M | -34.2% | -38.2% | +3.9% | -41.6% |
| YTD | -52.9% | +167.0% | -219.9% | -79.6% |
| 1Y | -54.3% | +247.7% | -302.1% | -83.6% |
| All | -51.2% | +968.6% | -1,019.7% | -92.9% |
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