+750.6%
TT vs UL
+102.0%
+648.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.4% |
| 7D | +1.7% | +0.3% | +1.5% | +1.6% |
| 30D | -11.8% | +7.0% | -18.8% | -13.9% |
| 3M | -12.6% | +5.8% | -18.4% | -14.4% |
| 6M | -9.4% | +16.1% | -25.5% | -14.5% |
| YTD | +8.8% | +4.5% | +4.3% | +6.3% |
| 1Y | -2.5% | -1.3% | -1.2% | -3.1% |
| 3Y | +95.7% | +35.0% | +60.7% | +71.1% |
| 5Y | +135.7% | +31.9% | +103.8% | +104.5% |
| 10Y | +750.6% | +99.3% | +651.4% | +608.5% |
| All | +750.6% | +102.0% | +648.6% | +608.5% |
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