+540.0%
UL vs TRI
+518.6%
+21.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.1% |
| 7D | -1.3% | -7.1% | +5.8% | +0.8% |
| 30D | +0.9% | -2.3% | +3.3% | +1.3% |
| 3M | +14.2% | +19.6% | -5.3% | +6.5% |
| 6M | -3.2% | -8.7% | +5.5% | -2.6% |
| YTD | -0.3% | -22.3% | +21.9% | +4.6% |
| 1Y | -8.8% | -40.7% | +31.9% | +5.3% |
| 3Y | +23.9% | -17.8% | +41.6% | +24.5% |
| 5Y | +21.4% | -8.5% | +29.9% | +15.9% |
| 10Y | +66.7% | +192.6% | -125.9% | +1.3% |
| All | +540.0% | +518.6% | +21.4% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling