+893.7%
TT vs UL
+65.6%
+828.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -7.3% | +0.9% | -8.2% | -7.6% |
| 3M | -2.6% | +14.2% | -16.8% | -7.3% |
| 6M | +5.9% | -3.2% | +9.1% | +6.3% |
| YTD | +15.4% | -0.3% | +15.7% | +14.7% |
| 1Y | +8.2% | -8.8% | +17.0% | +10.7% |
| 3Y | +122.7% | +23.9% | +98.8% | +100.9% |
| 5Y | +145.0% | +21.4% | +123.6% | +119.2% |
| 10Y | +893.7% | +66.7% | +827.1% | +810.1% |
| All | +893.7% | +65.6% | +828.2% | +810.1% |
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