-99.6%
CYCU vs TLN
+33.0%
-132.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -3.1% |
| 7D | +12.5% | +10.9% | +1.6% | +3.2% |
| 30D | -28.2% | -6.3% | -21.9% | -25.8% |
| 3M | -47.8% | -10.7% | -37.1% | -46.4% |
| 6M | -72.9% | +1.6% | -74.5% | -73.7% |
| YTD | -84.1% | -13.1% | -71.0% | -83.9% |
| 1Y | -91.9% | -15.1% | -76.8% | -91.8% |
| All | -99.6% | +33.0% | -132.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling