+366.1%
TLN vs UMAC
+473.8%
-107.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | -14.3% | -15.1% | +0.8% | -13.8% |
| 3M | -9.3% | -10.8% | +1.5% | -9.5% |
| 6M | -1.1% | +15.7% | -16.8% | -4.1% |
| YTD | -16.6% | +80.1% | -96.7% | -21.1% |
| 1Y | -22.0% | +116.7% | -138.7% | -27.2% |
| All | +366.1% | +473.8% | -107.6% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling