-92.2%
CYCU vs TLN
-17.2%
-75.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -5.6% |
| 7D | -8.1% | +7.1% | -15.1% | -14.9% |
| 30D | -43.0% | -3.9% | -39.1% | -43.0% |
| 3M | -50.8% | -16.2% | -34.7% | -48.5% |
| 6M | -74.1% | -5.8% | -68.3% | -74.0% |
| YTD | -84.0% | -15.4% | -68.5% | -83.7% |
| 1Y | -92.2% | -16.7% | -75.5% | -86.0% |
| All | -92.2% | -17.2% | -75.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling