+311.2%
TPR vs UL
+65.6%
+245.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.7% |
| 30D | -27.3% | +0.9% | -28.2% | -27.7% |
| 3M | -16.2% | +14.2% | -30.5% | -21.9% |
| 6M | -17.9% | -3.2% | -14.7% | -17.1% |
| YTD | -7.1% | -0.3% | -6.8% | -7.7% |
| 1Y | +13.6% | -8.8% | +22.4% | +17.6% |
| 3Y | +293.7% | +23.9% | +269.9% | +239.9% |
| 5Y | +239.1% | +21.4% | +217.7% | +190.1% |
| 10Y | +311.2% | +66.7% | +244.5% | +232.4% |
| All | +311.2% | +65.6% | +245.6% | +232.4% |
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