+120.9%
TSM vs MULL
+1,351.1%
-1,230.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +24.0% | -19.8% | -0.1% |
| 7D | +4.4% | -2.5% | +7.0% | +3.5% |
| 30D | -7.0% | -40.1% | +33.1% | -0.4% |
| 3M | -1.8% | -28.2% | +26.4% | +0.5% |
| 6M | +2.7% | -39.6% | +42.3% | -1.2% |
| YTD | +37.1% | +262.6% | -225.5% | -14.8% |
| 1Y | +43.5% | +366.2% | -322.7% | -17.4% |
| All | +120.9% | +1,351.1% | -1,230.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling