+4.0%
TT vs MULL
+1,100.2%
-1,096.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.3% | -7.6% | +3.7% |
| 7D | +1.7% | -27.1% | +28.8% | +3.7% |
| 30D | -11.8% | -54.2% | +42.4% | -7.2% |
| 3M | -12.6% | -42.0% | +29.4% | -10.3% |
| 6M | -9.4% | -43.5% | +34.1% | -10.5% |
| YTD | +8.8% | +199.9% | -191.1% | -10.6% |
| 1Y | -2.5% | +292.8% | -295.4% | -22.9% |
| All | +4.0% | +1,100.2% | -1,096.2% | -34.1% |
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 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