+64.4%
UL vs TRI
+196.2%
-131.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -3.4% | -7.9% | +4.5% | -1.4% |
| 30D | +0.5% | -4.5% | +5.0% | +1.4% |
| 3M | +7.2% | +22.1% | -14.9% | +0.9% |
| 6M | -3.1% | -2.8% | -0.3% | -3.9% |
| YTD | -2.7% | -23.4% | +20.7% | +3.5% |
| 1Y | -10.2% | -41.5% | +31.3% | +5.0% |
| 3Y | +20.3% | -19.2% | +39.5% | +21.4% |
| 5Y | +19.9% | -9.4% | +29.3% | +13.9% |
| All | +64.4% | +196.2% | -131.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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