+4.0%
TT vs MULL
+1,070.1%
-1,066.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +0.8% | -32.2% | +33.0% | +3.3% |
| 30D | -11.8% | -55.4% | +43.6% | -6.9% |
| 3M | -11.6% | -41.3% | +29.7% | -9.3% |
| 6M | -9.3% | -44.9% | +35.6% | -10.3% |
| YTD | +8.9% | +192.4% | -183.5% | -10.4% |
| 1Y | -2.2% | +239.4% | -241.7% | -21.6% |
| All | +4.0% | +1,070.1% | -1,066.0% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling