+12,759.1%
TDG vs UL
+395.5%
+12,363.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.0% |
| 30D | -8.0% | -0.6% | -7.4% | -7.8% |
| 3M | -10.5% | +9.4% | -19.9% | -14.5% |
| 6M | -11.9% | -4.1% | -7.8% | -10.7% |
| YTD | -15.4% | -2.0% | -13.4% | -15.5% |
| 1Y | -14.2% | -9.0% | -5.2% | -11.6% |
| 3Y | +51.0% | +21.8% | +29.2% | +33.2% |
| 5Y | +126.5% | +20.6% | +105.9% | +97.1% |
| 10Y | +535.6% | +67.7% | +467.8% | +362.2% |
| All | +12,759.1% | +395.5% | +12,363.6% | +5,436.9% |
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