+614.2%
TEAM vs UL
+97.7%
+516.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -26.7% | +4.5% | -31.2% | -27.4% |
| 3M | -9.6% | +6.5% | -16.1% | -10.9% |
| 6M | +86.0% | +18.2% | +67.9% | +79.2% |
| YTD | -7.5% | +4.7% | -12.2% | -9.1% |
| 1Y | -1.4% | +0.8% | -2.1% | -2.3% |
| 3Y | -14.3% | +35.9% | -50.2% | -23.0% |
| 5Y | -66.3% | +33.4% | -99.7% | -70.1% |
| 10Y | +445.6% | +106.9% | +338.7% | +339.0% |
| All | +614.2% | +97.7% | +516.5% | +486.1% |
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