+12.6%
TE vs UL
+34.6%
-22.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.3% |
| 7D | -13.6% | -2.5% | -11.1% | -14.7% |
| 30D | -37.7% | +5.7% | -43.3% | -35.5% |
| 3M | -59.8% | +7.0% | -66.8% | -58.1% |
| 6M | -66.3% | +16.1% | -82.4% | -63.4% |
| YTD | -70.5% | +3.6% | -74.1% | -69.4% |
| 1Y | -48.8% | -1.4% | -47.5% | -48.0% |
| All | +12.6% | +34.6% | -22.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling