+10.7%
TTMI vs MULL
+444.9%
-434.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.8% | +3.7% | -6.0% |
| 7D | -19.2% | -35.9% | +16.7% | -8.0% |
| 30D | -44.9% | -47.3% | +2.5% | -33.5% |
| 3M | -44.7% | -30.6% | -14.2% | -38.5% |
| 6M | -53.4% | +13.7% | -67.1% | -58.5% |
| YTD | +6.3% | +272.1% | -265.8% | -39.7% |
| 1Y | +10.7% | +475.1% | -464.4% | -49.6% |
| All | +10.7% | +444.9% | -434.2% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling