+107.5%
UL vs TECH
+187.7%
-80.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +5.7% | +0.5% | +5.2% | +5.6% |
| 3M | +7.0% | +1.0% | +6.0% | +6.9% |
| 6M | +16.1% | +54.1% | -38.0% | +9.4% |
| YTD | +3.6% | +24.4% | -20.8% | -0.4% |
| 1Y | -1.4% | +19.3% | -20.7% | -4.6% |
| 3Y | +34.1% | +28.5% | +5.5% | +24.7% |
| 5Y | +32.0% | -41.0% | +72.9% | +38.8% |
| All | +107.5% | +187.7% | -80.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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