-53.2%
TE vs UL
+28.5%
-81.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.0% | -1.3% | -2.6% | -3.9% |
| 30D | -15.9% | +0.5% | -16.4% | -15.9% |
| 3M | -60.5% | +17.6% | -78.2% | -61.2% |
| 6M | -35.2% | -5.4% | -29.8% | -34.8% |
| YTD | -31.1% | +0.7% | -31.8% | -31.3% |
| 1Y | +148.6% | -9.3% | +157.9% | +150.7% |
| 3Y | -26.4% | +24.5% | -50.9% | -31.8% |
| 5Y | -48.0% | +23.2% | -71.2% | -53.0% |
| All | -53.2% | +28.5% | -81.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling