+364.4%
TLN vs UMAC
+488.3%
-123.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.4% |
| 7D | +2.0% | -4.0% | +6.0% | +2.2% |
| 30D | -12.9% | -9.4% | -3.6% | -12.7% |
| 3M | -7.4% | +3.0% | -10.4% | -8.4% |
| 6M | -6.0% | +27.2% | -33.2% | -9.3% |
| YTD | -16.9% | +84.7% | -101.6% | -21.6% |
| 1Y | -22.6% | +136.5% | -159.1% | -28.1% |
| All | +364.4% | +488.3% | -123.9% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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