+84.7%
UL vs TRU
+228.6%
-143.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -1.3% | -7.2% | +5.9% | -0.1% |
| 30D | +0.9% | -2.8% | +3.7% | +1.3% |
| 3M | +14.2% | +13.0% | +1.2% | +11.9% |
| 6M | -3.2% | +0.7% | -3.9% | -3.7% |
| YTD | -0.3% | -9.0% | +8.7% | +0.3% |
| 1Y | -8.8% | -16.3% | +7.5% | -7.1% |
| 3Y | +23.9% | -1.1% | +24.9% | +18.2% |
| 5Y | +21.4% | -36.0% | +57.4% | +25.2% |
| 10Y | +66.7% | +139.9% | -73.2% | +24.0% |
| All | +84.7% | +228.6% | -143.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling