+172.6%
TTMI vs UL
-8.6%
+181.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +5.9% | -1.3% | +7.2% | +5.0% |
| 30D | -4.3% | +0.5% | -4.8% | -3.5% |
| 3M | -32.0% | +17.6% | -49.7% | -27.4% |
| 6M | +19.5% | -5.4% | +24.8% | +18.0% |
| YTD | +82.0% | +0.7% | +81.3% | +86.3% |
| 1Y | +172.6% | -9.3% | +181.9% | +147.8% |
| All | +172.6% | -8.6% | +181.3% | +147.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling