+111.9%
TSM vs MULL
+1,070.1%
-958.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.5% |
| 7D | -2.1% | -32.2% | +30.2% | +3.9% |
| 30D | -12.5% | -55.4% | +42.8% | -0.9% |
| 3M | -5.0% | -41.3% | +36.3% | +1.2% |
| 6M | -3.2% | -44.9% | +41.7% | -5.2% |
| YTD | +31.5% | +192.4% | -160.9% | -14.7% |
| 1Y | +35.7% | +239.4% | -203.7% | -16.7% |
| All | +111.9% | +1,070.1% | -958.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling