+146.0%
TT vs UL
+23.5%
+122.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -7.2% | +0.5% | -7.6% | -7.3% |
| 3M | -3.0% | +17.6% | -20.6% | -7.4% |
| 6M | +1.4% | -5.4% | +6.7% | +2.7% |
| YTD | +15.9% | +0.7% | +15.2% | +15.4% |
| 1Y | +9.4% | -9.3% | +18.7% | +12.1% |
| 3Y | +124.4% | +24.5% | +99.8% | +105.1% |
| All | +146.0% | +23.5% | +122.5% | +114.5% |
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 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