+386.2%
TTMI vs MULL
+2,366.2%
-1,979.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.8% | +0.8% |
| 7D | +6.0% | +3.6% | +2.4% | +4.9% |
| 30D | -6.4% | +22.0% | -28.4% | -11.5% |
| 3M | -28.9% | -8.6% | -20.3% | -31.8% |
| 6M | +26.9% | +248.5% | -221.6% | -19.8% |
| YTD | +77.3% | +516.3% | -439.0% | -6.4% |
| 1Y | +147.5% | +2,036.6% | -1,889.1% | -6.4% |
| All | +386.2% | +2,366.2% | -1,979.9% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling