+2,151.7%
TT vs UUUU
-92.0%
+2,243.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.2% | +16.3% | -23.5% | -8.3% |
| 3M | -3.0% | -16.7% | +13.7% | -2.1% |
| 6M | +1.4% | -33.7% | +35.0% | +3.6% |
| YTD | +15.9% | -0.5% | +16.4% | +14.0% |
| 1Y | +9.4% | +28.9% | -19.4% | +4.4% |
| 3Y | +124.4% | +99.9% | +24.5% | +101.8% |
| 5Y | +138.0% | +135.3% | +2.7% | +105.4% |
| 10Y | +886.4% | +518.4% | +368.0% | +633.5% |
| All | +2,151.7% | -92.0% | +2,243.7% | +1,625.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 all: compounded portfolio wealth divided by compounded UUUU 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…
all analysis · Full analysis span regression · 6 months rolling