+383.3%
TPR vs UL
+106.3%
+277.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +12.1% | +2.6% | +9.5% | +10.8% |
| 30D | +16.7% | +6.8% | +9.9% | +13.0% |
| 3M | -17.4% | +5.7% | -23.1% | -19.8% |
| 6M | +2.3% | +15.9% | -13.6% | -5.5% |
| YTD | +7.1% | +4.3% | +2.9% | +4.1% |
| 1Y | +29.5% | -0.4% | +29.9% | +28.3% |
| 3Y | +415.0% | +35.0% | +380.1% | +324.9% |
| 5Y | +261.5% | +31.6% | +229.9% | +196.3% |
| 10Y | +383.3% | +104.6% | +278.7% | +258.6% |
| All | +383.3% | +106.3% | +277.0% | +258.6% |
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