-40.2%
TSLL vs MULL
+1,303.2%
-1,343.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +4.4% |
| 7D | +33.0% | +43.3% | -10.3% | +18.7% |
| 30D | +7.7% | -37.4% | +45.1% | +20.8% |
| 3M | +34.7% | -36.8% | +71.6% | +46.3% |
| 6M | -31.5% | -36.9% | +5.3% | -38.4% |
| YTD | -42.4% | +250.7% | -293.0% | -77.2% |
| 1Y | -39.7% | +337.6% | -377.3% | -79.7% |
| All | -40.2% | +1,303.2% | -1,343.4% | -92.1% |
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