+33.8%
UL vs TMF
-88.6%
+122.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.2% |
| 7D | +1.1% | -9.3% | +10.4% | +1.8% |
| 30D | +4.5% | +1.9% | +2.6% | +4.4% |
| 3M | +6.5% | -11.2% | +17.7% | +7.3% |
| 6M | +18.2% | -17.7% | +35.9% | +19.6% |
| YTD | +4.7% | -24.5% | +29.1% | +6.5% |
| 1Y | +0.8% | -29.4% | +30.2% | +2.9% |
| 3Y | +35.9% | -33.4% | +69.3% | +38.6% |
| All | +33.8% | -88.6% | +122.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling