+124.3%
TDG vs UL
+18.7%
+105.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.9% | -3.4% | +1.5% | -0.8% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | -9.3% | +7.2% | -16.6% | -11.6% |
| 6M | -9.4% | -3.1% | -6.3% | -8.9% |
| YTD | -14.3% | -2.7% | -11.5% | -14.3% |
| 1Y | -11.8% | -10.2% | -1.6% | -9.5% |
| 3Y | +52.0% | +20.3% | +31.7% | +37.2% |
| All | +124.3% | +18.7% | +105.6% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling