+717.4%
UL vs TDY
+6,954.6%
-6,237.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -0.6% | -13.8% | +13.2% | +1.5% |
| 3M | +9.4% | -3.9% | +13.3% | +9.9% |
| 6M | -4.1% | -9.0% | +4.9% | -3.1% |
| YTD | -2.0% | +16.5% | -18.5% | -4.5% |
| 1Y | -9.0% | +9.3% | -18.2% | -10.6% |
| 3Y | +21.8% | +45.1% | -23.3% | +14.0% |
| 5Y | +20.6% | +35.0% | -14.4% | +13.5% |
| 10Y | +67.7% | +469.0% | -401.3% | +28.0% |
| All | +717.4% | +6,954.6% | -6,237.2% | +371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling