+64.4%
UL vs TDY
+479.2%
-414.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +0.5% | -12.0% | +12.5% | +3.2% |
| 3M | +7.2% | -3.2% | +10.4% | +7.7% |
| 6M | -3.1% | -7.9% | +4.8% | -1.8% |
| YTD | -2.7% | +18.2% | -20.9% | -7.0% |
| 1Y | -10.2% | +6.7% | -16.9% | -12.3% |
| 3Y | +20.3% | +47.5% | -27.3% | +7.6% |
| 5Y | +19.9% | +39.5% | -19.6% | +7.5% |
| All | +64.4% | +479.2% | -414.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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