-49.7%
TE vs UUUU
+88.5%
-138.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -4.0% |
| 7D | +0.9% | -5.0% | +5.9% | +3.3% |
| 30D | -16.3% | -7.8% | -8.5% | -13.2% |
| 3M | -40.8% | -0.4% | -40.3% | -39.6% |
| 6M | -42.6% | -32.9% | -9.7% | -33.3% |
| YTD | -31.4% | -6.3% | -25.2% | -30.1% |
| 1Y | +144.9% | +7.9% | +137.0% | +127.8% |
| 3Y | -26.0% | +85.2% | -111.2% | -50.9% |
| All | -49.7% | +88.5% | -138.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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