+488.0%
TEAM vs UL
+67.9%
+420.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -4.7% | -3.2% | -1.4% | -4.0% |
| 30D | +17.0% | -0.6% | +17.6% | +17.2% |
| 3M | +85.9% | +9.4% | +76.5% | +82.5% |
| 6M | +116.7% | -4.1% | +120.8% | +118.3% |
| YTD | +9.6% | -2.0% | +11.6% | +9.3% |
| 1Y | -2.5% | -9.0% | +6.4% | -1.2% |
| 3Y | -14.0% | +21.8% | -35.8% | -20.6% |
| 5Y | -53.1% | +20.6% | -73.7% | -57.5% |
| All | +488.0% | +67.9% | +420.0% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling