+61.4%
T vs UL
+104.4%
-43.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.5% |
| 30D | -1.0% | +4.5% | -5.5% | -2.4% |
| 3M | -8.1% | +5.5% | -13.6% | -9.7% |
| 6M | -8.3% | +17.0% | -25.3% | -12.8% |
| YTD | -6.1% | +3.2% | -9.3% | -7.5% |
| 1Y | -7.4% | -1.9% | -5.5% | -7.4% |
| 3Y | +65.4% | +33.6% | +31.9% | +49.2% |
| 5Y | +57.6% | +31.5% | +26.1% | +40.7% |
| 10Y | +61.4% | +103.9% | -42.6% | +36.0% |
| All | +61.4% | +104.4% | -43.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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