+1,084.3%
TTMI vs UL
+65.6%
+1,018.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.2% |
| 7D | +6.0% | -4.1% | +10.1% | +7.2% |
| 30D | -6.4% | -1.2% | -5.2% | -6.3% |
| 3M | -28.9% | +6.0% | -34.9% | -31.1% |
| 6M | +26.9% | -5.5% | +32.3% | +27.5% |
| YTD | +77.3% | -3.3% | +80.6% | +76.3% |
| 1Y | +147.5% | -9.8% | +157.3% | +150.7% |
| 3Y | +847.6% | +20.1% | +827.5% | +725.7% |
| 5Y | +802.2% | +19.2% | +783.0% | +675.0% |
| All | +1,084.3% | +65.6% | +1,018.7% | +995.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling