-55.1%
TSLL vs MULL
+879.3%
-934.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -34.2% | +12.3% | -11.7% |
| 7D | -28.9% | -53.1% | +24.2% | -12.0% |
| 30D | -21.4% | -64.1% | +42.7% | +4.0% |
| 3M | +5.0% | -54.6% | +59.5% | +26.1% |
| 6M | -36.6% | -38.7% | +2.1% | -43.8% |
| YTD | -56.6% | +144.7% | -201.4% | -80.8% |
| 1Y | -60.9% | +220.3% | -281.1% | -85.6% |
| All | -55.1% | +879.3% | -934.4% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling