+91.5%
TT vs UL
+36.1%
+55.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +4.0% | +1.1% | +2.9% | +4.0% |
| 30D | -11.3% | +4.5% | -15.8% | -11.6% |
| 3M | -12.3% | +6.5% | -18.8% | -12.7% |
| 6M | -10.8% | +18.2% | -29.0% | -12.6% |
| YTD | +8.2% | +4.7% | +3.5% | +8.2% |
| 1Y | +1.5% | +0.8% | +0.7% | +2.0% |
| 3Y | +91.5% | +35.9% | +55.6% | +84.0% |
| All | +91.5% | +36.1% | +55.4% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling