-53.4%
TE vs UL
+23.4%
-76.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.7% |
| 7D | +0.9% | -4.1% | +4.9% | +1.0% |
| 30D | -16.3% | -1.2% | -15.1% | -16.3% |
| 3M | -40.8% | +6.0% | -46.7% | -41.2% |
| 6M | -42.6% | -5.5% | -37.1% | -42.4% |
| YTD | -31.4% | -3.3% | -28.1% | -31.5% |
| 1Y | +144.9% | -9.8% | +154.7% | +146.0% |
| 3Y | -26.0% | +20.1% | -46.1% | -31.4% |
| 5Y | -48.5% | +19.2% | -67.7% | -53.4% |
| All | -53.4% | +23.4% | -76.7% | -57.5% |
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 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