+310.3%
TPR vs UL
+26.1%
+284.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -23.0% | +0.5% | -23.4% | -23.1% |
| 3M | -12.5% | +17.6% | -30.1% | -16.5% |
| 6M | -21.4% | -5.4% | -16.1% | -21.1% |
| YTD | -3.5% | +0.7% | -4.2% | -4.4% |
| 1Y | +17.4% | -9.3% | +26.6% | +18.7% |
| All | +310.3% | +26.1% | +284.2% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling