+435.6%
UL vs TMF
-68.9%
+504.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.4% |
| 30D | +0.5% | -2.8% | +3.3% | +0.3% |
| 3M | +17.6% | -10.9% | +28.5% | +16.8% |
| 6M | -5.4% | -21.3% | +15.9% | -6.7% |
| YTD | +0.7% | -15.9% | +16.6% | -0.3% |
| 1Y | -9.3% | -15.7% | +6.5% | -10.1% |
| 3Y | +24.5% | -43.4% | +67.9% | +21.2% |
| 5Y | +23.2% | -87.8% | +111.0% | +5.2% |
| 10Y | +64.5% | -86.7% | +151.2% | +46.9% |
| All | +435.6% | -68.9% | +504.4% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling