+393.8%
TTMI vs MULL
+2,620.5%
-2,226.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.4% | -9.3% | -5.3% |
| 7D | +7.5% | +14.8% | -7.3% | +3.7% |
| 30D | -4.5% | +36.6% | -41.0% | -12.1% |
| 3M | -28.5% | -8.9% | -19.6% | -31.6% |
| 6M | +28.4% | +311.9% | -283.6% | -22.2% |
| YTD | +80.1% | +579.8% | -499.8% | -7.2% |
| 1Y | +161.0% | +2,421.5% | -2,260.5% | -5.1% |
| All | +393.8% | +2,620.5% | -2,226.6% | +52.7% |
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