+43.5%
TSM vs MULL
+338.1%
-294.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +24.0% | -19.8% | +0.4% |
| 7D | +4.4% | -2.5% | +7.0% | +3.6% |
| 30D | -7.0% | -40.1% | +33.1% | -1.4% |
| 3M | -1.8% | -28.2% | +26.4% | +0.3% |
| 6M | +2.7% | -39.6% | +42.3% | +0.9% |
| YTD | +37.1% | +262.6% | -225.5% | -3.2% |
| 1Y | +43.5% | +366.2% | -322.7% | -3.8% |
| All | +43.5% | +338.1% | -294.7% | -3.8% |
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