+127.9%
TT vs UL
+31.0%
+96.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -14.0% | +8.2% | -22.3% | -15.7% |
| 3M | -15.9% | +4.5% | -20.4% | -16.9% |
| 6M | -17.3% | +12.6% | -29.9% | -20.1% |
| YTD | +4.0% | +3.5% | +0.4% | +2.7% |
| 1Y | -7.1% | -0.4% | -6.7% | -7.4% |
| 3Y | +90.2% | +36.0% | +54.3% | +69.0% |
| All | +127.9% | +31.0% | +96.9% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling