+376.5%
TLN vs UMAC
+508.0%
-131.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.5% |
| 7D | +5.8% | +3.3% | +2.6% | +5.6% |
| 30D | -6.9% | -10.4% | +3.5% | -6.6% |
| 3M | -10.9% | +1.8% | -12.6% | -11.8% |
| 6M | -4.6% | +40.7% | -45.3% | -8.4% |
| YTD | -14.7% | +90.9% | -105.6% | -19.7% |
| 1Y | -17.9% | +151.8% | -169.7% | -23.9% |
| All | +376.5% | +508.0% | -131.5% | +317.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling