+218.7%
TPR vs UUUU
+132.1%
+86.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -7.3% | +1.8% | -9.1% | -7.5% |
| 30D | -30.7% | +1.8% | -32.6% | -31.1% |
| 3M | -21.6% | +1.3% | -22.9% | -22.4% |
| 6M | -21.3% | -26.8% | +5.4% | -19.5% |
| YTD | -10.2% | +0.1% | -10.2% | -14.1% |
| 1Y | +9.5% | +11.2% | -1.7% | +0.6% |
| 3Y | +280.8% | +97.7% | +183.1% | +197.1% |
| 5Y | +218.7% | +127.3% | +91.4% | +129.1% |
| All | +218.7% | +132.1% | +86.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling