+385.6%
TLN vs UMAC
+549.5%
-163.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.3% | -6.6% | +2.3% |
| 7D | +10.9% | +14.7% | -3.8% | +10.1% |
| 30D | -6.3% | -0.5% | -5.8% | -6.6% |
| 3M | -10.7% | +0.5% | -11.2% | -11.5% |
| 6M | +1.6% | +57.9% | -56.3% | -3.0% |
| YTD | -13.1% | +103.9% | -117.0% | -18.4% |
| 1Y | -15.1% | +159.3% | -174.3% | -21.4% |
| All | +385.6% | +549.5% | -163.9% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling