+450.6%
UL vs TMF
-69.2%
+519.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +1.1% | +1.2% | -0.1% | +1.2% |
| 30D | +8.2% | +19.7% | -11.5% | +9.3% |
| 3M | +4.5% | -2.1% | +6.6% | +4.4% |
| 6M | +12.6% | -13.4% | +26.0% | +11.6% |
| YTD | +3.5% | -16.7% | +20.3% | +2.4% |
| 1Y | -0.4% | -23.3% | +22.9% | -2.0% |
| 3Y | +36.0% | -24.8% | +60.8% | +35.2% |
| 5Y | +30.9% | -88.0% | +119.0% | +11.4% |
| 10Y | +97.5% | -84.7% | +182.3% | +79.7% |
| All | +450.6% | -69.2% | +519.7% | +491.6% |
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