-9.8%
T vs UL
-8.7%
-1.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | +4.6% | -0.6% | +5.2% | +4.8% |
| 3M | +12.2% | +9.4% | +2.8% | +9.4% |
| 6M | -6.5% | -4.1% | -2.3% | -5.0% |
| YTD | +4.9% | -2.0% | +6.9% | +5.8% |
| All | -9.8% | -8.7% | -1.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling