+396.5%
TTMI vs UL
+109.3%
+287.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | +11.4% | +1.1% | +10.3% | +11.2% |
| 30D | -28.3% | +4.5% | -32.8% | -29.5% |
| 3M | -46.7% | +6.5% | -53.1% | -48.0% |
| 6M | -56.1% | +18.2% | -74.3% | -59.1% |
| YTD | +7.4% | +4.7% | +2.7% | +3.9% |
| 1Y | +17.4% | +0.8% | +16.6% | +14.7% |
| 3Y | +429.1% | +35.9% | +393.3% | +340.3% |
| 5Y | +418.8% | +33.4% | +385.4% | +327.0% |
| All | +396.5% | +109.3% | +287.2% | +304.7% |
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 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