-37.7%
TSLL vs MULL
+290.4%
-328.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +11.8% | -23.7% | -14.2% |
| 7D | +1.9% | +17.3% | -15.4% | -1.6% |
| 30D | +17.8% | +23.5% | -5.7% | +11.7% |
| 3M | -37.0% | -24.0% | -13.0% | -39.3% |
| 6M | -37.7% | +276.7% | -314.4% | -59.2% |
| All | -37.7% | +290.4% | -328.1% | -59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling