+741.5%
TT vs UL
+104.4%
+637.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | -11.0% | +4.5% | -15.5% | -12.5% |
| 3M | -12.0% | +5.5% | -17.5% | -13.8% |
| 6M | -10.4% | +17.0% | -27.4% | -15.7% |
| YTD | +9.9% | +3.2% | +6.7% | +7.7% |
| 1Y | +1.5% | -1.9% | +3.3% | +1.0% |
| 3Y | +93.7% | +33.6% | +60.2% | +69.7% |
| 5Y | +139.2% | +31.5% | +107.7% | +107.3% |
| 10Y | +741.5% | +103.9% | +637.5% | +589.7% |
| All | +741.5% | +104.4% | +637.0% | +589.7% |
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