-99.7%
CYCU vs TLN
+57.8%
-157.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.1% | -12.6% | -12.0% |
| 7D | -0.9% | +22.3% | -23.2% | -14.8% |
| 30D | -20.1% | +1.2% | -21.3% | -21.2% |
| 3M | -55.2% | +5.9% | -61.2% | -59.1% |
| 6M | -69.9% | +3.2% | -73.2% | -73.8% |
| YTD | -89.9% | +3.2% | -93.1% | -91.4% |
| 1Y | -91.1% | +5.2% | -96.4% | -92.6% |
| All | -99.7% | +57.8% | -157.5% | -99.8% |
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