-5.8%
TDG vs UL
+1.7%
-7.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.1% |
| 7D | +7.1% | +4.7% | +2.4% | +6.1% |
| 30D | +11.4% | +11.6% | -0.2% | +9.0% |
| 3M | -4.6% | +5.3% | -9.9% | -5.5% |
| 6M | +5.8% | +16.0% | -10.2% | +2.6% |
| YTD | -8.5% | +5.0% | -13.5% | -12.4% |
| 1Y | -5.8% | +1.1% | -6.9% | -9.1% |
| All | -5.8% | +1.7% | -7.5% | -9.1% |
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