-82.0%
TE vs UL
+31.7%
-113.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.5% |
| 7D | -13.6% | -2.5% | -11.1% | -13.7% |
| 30D | -37.7% | +5.7% | -43.3% | -37.6% |
| 3M | -59.8% | +7.0% | -66.8% | -59.8% |
| 6M | -66.3% | +16.1% | -82.4% | -66.8% |
| YTD | -70.5% | +3.6% | -74.1% | -70.6% |
| 1Y | -48.8% | -1.4% | -47.5% | -48.6% |
| 3Y | +31.3% | +34.1% | -2.7% | +11.6% |
| 5Y | -82.0% | +32.0% | -114.0% | -85.1% |
| All | -82.0% | +31.7% | -113.7% | -85.1% |
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