+66.7%
UL vs TMF
-86.8%
+153.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +0.9% | -1.8% | +2.8% | +0.9% |
| 3M | +14.2% | -8.2% | +22.5% | +14.2% |
| 6M | -3.2% | -19.5% | +16.3% | -3.2% |
| YTD | -0.3% | -16.0% | +15.6% | -0.3% |
| 1Y | -8.8% | -22.5% | +13.7% | -8.8% |
| 3Y | +23.9% | -42.3% | +66.1% | +23.4% |
| 5Y | +21.4% | -87.7% | +109.0% | +12.1% |
| 10Y | +66.7% | -86.5% | +153.2% | +51.0% |
| All | +66.7% | -86.8% | +153.5% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling