+19.2%
UL vs TRU
-36.7%
+55.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -4.1% | -9.4% | +5.3% | -3.1% |
| 30D | -1.2% | -4.1% | +2.9% | -0.8% |
| 3M | +6.0% | +13.6% | -7.6% | +4.7% |
| 6M | -5.5% | +3.6% | -9.0% | -6.0% |
| YTD | -3.3% | -9.8% | +6.5% | -2.9% |
| 1Y | -9.8% | -13.6% | +3.9% | -9.1% |
| 3Y | +20.1% | -2.0% | +22.1% | +16.9% |
| 5Y | +19.2% | -35.8% | +55.0% | +16.3% |
| All | +19.2% | -36.7% | +55.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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