+104.6%
UL vs TMF
-82.2%
+186.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | +2.6% | -1.1% | +3.6% | +2.6% |
| 30D | +6.8% | +11.8% | -5.1% | +6.8% |
| 3M | +5.7% | -4.0% | +9.8% | +5.7% |
| 6M | +15.9% | -16.5% | +32.4% | +15.8% |
| YTD | +4.3% | -19.9% | +24.2% | +4.2% |
| 1Y | -0.4% | -25.6% | +25.1% | -0.6% |
| 3Y | +35.0% | -29.9% | +64.8% | +35.3% |
| 5Y | +31.6% | -88.2% | +119.8% | +20.2% |
| 10Y | +104.6% | -81.7% | +186.4% | +78.3% |
| All | +104.6% | -82.2% | +186.8% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling