+494.0%
TEAM vs UL
+65.6%
+428.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -7.8% | -4.1% | -3.7% | -6.9% |
| 30D | +16.5% | -1.2% | +17.7% | +16.9% |
| 3M | +96.2% | +6.0% | +90.2% | +93.9% |
| 6M | +130.2% | -5.5% | +135.7% | +132.7% |
| YTD | +10.7% | -3.3% | +14.1% | +10.8% |
| 1Y | +3.0% | -9.8% | +12.8% | +4.6% |
| 3Y | -13.1% | +20.1% | -33.2% | -19.6% |
| 5Y | -52.7% | +19.2% | -71.9% | -57.1% |
| All | +494.0% | +65.6% | +428.4% | +405.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling