+36.0%
TSM vs MULL
+444.9%
-408.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.8% | +11.5% | -0.2% |
| 7D | -10.0% | -35.9% | +26.0% | -4.0% |
| 30D | -18.5% | -47.3% | +28.8% | -11.2% |
| 3M | -4.9% | -30.6% | +25.7% | -1.3% |
| 6M | -1.0% | +13.7% | -14.7% | -11.3% |
| YTD | +31.3% | +272.1% | -240.9% | -5.6% |
| 1Y | +36.0% | +475.1% | -439.1% | -8.8% |
| All | +36.0% | +444.9% | -408.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling