+66.2%
TSM vs MULL
+2,040.8%
-1,974.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.3% | +7.7% | -0.3% |
| 7D | +2.6% | +3.6% | -1.0% | +1.9% |
| 30D | +1.4% | +22.0% | -20.6% | -2.3% |
| 3M | +5.0% | -8.6% | +13.6% | +0.8% |
| 6M | +24.0% | +248.5% | -224.6% | -10.1% |
| YTD | +41.6% | +516.3% | -474.7% | -9.3% |
| 1Y | +66.2% | +2,036.6% | -1,970.5% | -18.6% |
| All | +66.2% | +2,040.8% | -1,974.6% | -18.6% |
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