+802.8%
TEAM vs UL
+90.2%
+712.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +67.3% | +0.5% | +66.8% | +67.1% |
| 3M | +86.8% | +17.6% | +69.2% | +80.4% |
| 6M | +146.8% | -5.4% | +152.2% | +149.3% |
| YTD | +16.9% | +0.7% | +16.2% | +15.9% |
| 1Y | +12.8% | -9.3% | +22.0% | +14.5% |
| 3Y | -7.3% | +24.5% | -31.8% | -14.8% |
| 5Y | -50.7% | +23.2% | -73.9% | -55.4% |
| 10Y | +529.8% | +64.5% | +465.4% | +434.5% |
| All | +802.8% | +90.2% | +712.6% | +647.5% |
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 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