+748.4%
TT vs UL
+107.1%
+641.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +8.1% | -2.5% | +10.5% | +8.8% |
| 30D | -11.3% | +5.7% | -17.0% | -13.0% |
| 3M | -11.2% | +7.0% | -18.2% | -13.4% |
| 6M | -8.9% | +16.1% | -25.0% | -14.0% |
| YTD | +9.7% | +3.6% | +6.1% | +7.4% |
| 1Y | +1.3% | -1.4% | +2.6% | +0.6% |
| 3Y | +93.4% | +34.1% | +59.3% | +69.2% |
| 5Y | +133.5% | +32.0% | +101.5% | +102.2% |
| All | +748.4% | +107.1% | +641.3% | +597.0% |
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