+434.2%
TTMI vs UL
+31.7%
+402.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | +22.6% | -2.5% | +25.1% | +22.2% |
| 30D | -34.3% | +5.7% | -40.0% | -33.8% |
| 3M | -44.8% | +7.0% | -51.7% | -44.4% |
| 6M | -53.3% | +16.1% | -69.4% | -53.5% |
| YTD | +10.6% | +3.6% | +7.0% | +11.4% |
| 1Y | +8.2% | -1.4% | +9.6% | +9.7% |
| 3Y | +435.7% | +34.1% | +401.6% | +374.4% |
| 5Y | +434.2% | +32.0% | +402.2% | +361.2% |
| All | +434.2% | +31.7% | +402.5% | +361.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling