+537.0%
TDG vs UL
+66.7%
+470.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.9% | -3.4% | +1.5% | -0.4% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | -9.3% | +7.2% | -16.6% | -12.3% |
| 6M | -9.4% | -3.1% | -6.3% | -8.7% |
| YTD | -14.3% | -2.7% | -11.5% | -14.1% |
| 1Y | -11.8% | -10.2% | -1.6% | -8.7% |
| 3Y | +52.0% | +20.3% | +31.7% | +34.7% |
| 5Y | +128.8% | +19.9% | +108.9% | +99.3% |
| All | +537.0% | +66.7% | +470.3% | +421.7% |
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 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