+8,398.6%
TPR vs UL
+844.5%
+7,554.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.3% |
| 7D | +14.2% | +1.1% | +13.1% | +13.6% |
| 30D | +17.1% | +8.2% | +8.9% | +12.2% |
| 3M | -17.7% | +4.5% | -22.3% | -19.9% |
| 6M | -10.2% | +12.6% | -22.7% | -16.3% |
| YTD | +4.9% | +3.5% | +1.4% | +1.9% |
| 1Y | +36.1% | -0.4% | +36.6% | +34.6% |
| 3Y | +416.5% | +36.0% | +380.5% | +321.3% |
| 5Y | +254.8% | +30.9% | +223.8% | +190.8% |
| 10Y | +391.7% | +97.5% | +294.2% | +210.6% |
| All | +8,398.6% | +844.5% | +7,554.1% | +2,294.4% |
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 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