+1,872.1%
T vs UL
+2,661.1%
-789.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | -1.3% | +0.1% | -0.8% |
| 30D | +11.4% | +0.5% | +10.9% | +11.2% |
| 3M | +14.3% | +17.6% | -3.3% | +8.1% |
| 6M | -9.3% | -5.4% | -3.9% | -8.0% |
| YTD | +7.1% | +0.7% | +6.4% | +6.2% |
| 1Y | -9.1% | -9.3% | +0.2% | -6.8% |
| 3Y | +105.3% | +24.5% | +80.8% | +88.2% |
| 5Y | +66.8% | +23.2% | +43.6% | +50.9% |
| 10Y | +66.8% | +64.5% | +2.3% | +33.6% |
| All | +1,872.1% | +2,661.1% | -789.0% | +504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling