+734.7%
TT vs UL
+106.3%
+628.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | +2.6% | -1.8% | 0.0% |
| 30D | -11.8% | +6.8% | -18.5% | -13.8% |
| 3M | -11.6% | +5.7% | -17.3% | -13.4% |
| 6M | -9.3% | +15.9% | -25.2% | -14.4% |
| YTD | +8.9% | +4.3% | +4.6% | +6.4% |
| 1Y | -2.2% | -0.4% | -1.8% | -3.1% |
| 3Y | +91.9% | +35.0% | +56.9% | +67.6% |
| 5Y | +136.0% | +31.6% | +104.4% | +104.7% |
| 10Y | +734.7% | +104.6% | +630.1% | +583.1% |
| All | +734.7% | +106.3% | +628.4% | +583.1% |
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 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