-49.3%
TE vs UL
+18.7%
-68.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | -5.9% | +0.5% | -6.4% | -6.0% |
| 3M | -45.6% | +7.2% | -52.8% | -46.1% |
| 6M | -43.4% | -3.1% | -40.3% | -43.1% |
| YTD | -31.0% | -2.7% | -28.3% | -31.1% |
| 1Y | +145.2% | -10.2% | +155.5% | +147.5% |
| 3Y | -24.1% | +20.3% | -44.3% | -33.9% |
| All | -49.3% | +18.7% | -68.0% | -56.9% |
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 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