-17.3%
TLN vs URA
-32.2%
+14.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.1% | -7.5% | -7.9% |
| 7D | -6.0% | -10.5% | +4.5% | 0.0% |
| 30D | -1.5% | -18.6% | +17.1% | +10.6% |
| 3M | -3.9% | -23.0% | +19.2% | +11.0% |
| 6M | -15.0% | -40.3% | +25.3% | +10.8% |
| YTD | -12.8% | -23.5% | +10.7% | -3.8% |
| 1Y | -17.3% | -31.1% | +13.8% | -2.8% |
| All | -17.3% | -32.2% | +14.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling