-49.6%
TSLL vs MULL
+2,561.4%
-2,610.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +11.8% | -23.7% | -15.3% |
| 7D | +1.9% | +17.3% | -15.4% | -3.4% |
| 30D | +17.8% | +23.5% | -5.7% | +8.6% |
| 3M | -37.0% | -24.0% | -13.0% | -40.7% |
| 6M | -37.7% | +276.7% | -314.4% | -70.5% |
| YTD | -51.4% | +565.1% | -616.4% | -83.4% |
| 1Y | -23.4% | +2,802.6% | -2,826.0% | -88.6% |
| All | -49.6% | +2,561.4% | -2,610.9% | -94.2% |
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 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