-80.5%
TE vs UL
+33.6%
-114.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -19.1% | +1.1% | -20.2% | -19.0% |
| 30D | -34.1% | +4.5% | -38.6% | -34.1% |
| 3M | -60.1% | +6.5% | -66.6% | -60.1% |
| 6M | -66.0% | +18.2% | -84.1% | -66.3% |
| YTD | -71.4% | +4.7% | -76.1% | -71.5% |
| 1Y | -45.3% | +0.8% | -46.0% | -45.2% |
| 3Y | +9.1% | +35.9% | -26.7% | +0.3% |
| 5Y | -82.6% | +33.4% | -116.0% | -84.3% |
| All | -80.5% | +33.6% | -114.2% | -82.3% |
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