+873.0%
TTMI vs UL
+21.6%
+851.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -4.6% |
| 7D | +7.5% | -3.2% | +10.7% | +6.1% |
| 30D | -4.5% | -0.6% | -3.9% | -4.5% |
| 3M | -28.5% | +9.4% | -38.0% | -26.2% |
| 6M | +28.4% | -4.1% | +32.5% | +28.5% |
| YTD | +80.1% | -2.0% | +82.1% | +81.3% |
| 1Y | +161.0% | -9.0% | +170.0% | +159.3% |
| All | +873.0% | +21.6% | +851.4% | +780.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling