-50.0%
TE vs UUUU
+726.7%
-776.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +15.0% | +1.8% | +13.2% | +14.4% |
| 30D | -7.5% | +1.8% | -9.4% | -8.0% |
| 3M | -42.0% | +1.3% | -43.2% | -41.4% |
| 6M | -31.4% | -26.8% | -4.7% | -25.3% |
| YTD | -26.5% | +0.1% | -26.6% | -25.9% |
| 1Y | +153.1% | +11.2% | +141.9% | +144.0% |
| 3Y | -20.7% | +97.7% | -118.4% | -38.0% |
| 5Y | -45.4% | +127.3% | -172.8% | -58.9% |
| All | -50.0% | +726.7% | -776.7% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling