+133.9%
TSM vs MULL
+2,481.0%
-2,347.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | +6.0% | +14.0% | -8.0% | +3.5% |
| 30D | +4.5% | +24.8% | -20.3% | -0.2% |
| 3M | +3.1% | -16.1% | +19.2% | -0.5% |
| 6M | +30.2% | +330.9% | -300.7% | -15.4% |
| YTD | +45.2% | +545.0% | -499.8% | -16.1% |
| 1Y | +79.6% | +2,427.1% | -2,347.6% | -27.1% |
| All | +133.9% | +2,481.0% | -2,347.1% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling