+444.9%
TTMI vs UL
+34.6%
+410.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -2.8% |
| 7D | +22.6% | -2.5% | +25.1% | +20.7% |
| 30D | -34.3% | +5.7% | -40.0% | -31.1% |
| 3M | -44.8% | +7.0% | -51.7% | -41.5% |
| 6M | -53.3% | +16.1% | -69.4% | -49.0% |
| YTD | +10.6% | +3.6% | +7.0% | +17.1% |
| 1Y | +8.2% | -1.4% | +9.6% | +13.2% |
| All | +444.9% | +34.6% | +410.2% | +403.8% |
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