-99.6%
CYCU vs TLN
+27.2%
-126.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +3.2% |
| 7D | -2.5% | +2.0% | -4.5% | -4.3% |
| 30D | -25.6% | -12.9% | -12.6% | -17.9% |
| 3M | -39.7% | -7.4% | -32.3% | -37.8% |
| 6M | -74.6% | -6.0% | -68.5% | -74.1% |
| YTD | -84.1% | -16.9% | -67.3% | -83.4% |
| 1Y | -92.5% | -22.6% | -69.9% | -91.9% |
| All | -99.6% | +27.2% | -126.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling