+572.6%
TLN vs URA
+131.8%
+440.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +2.1% |
| 7D | -1.3% | -5.5% | +4.1% | +1.6% |
| 30D | -14.3% | -3.7% | -10.6% | -12.8% |
| 3M | -9.3% | -2.9% | -6.4% | -8.1% |
| 6M | -1.1% | -15.2% | +14.1% | +6.7% |
| YTD | -16.6% | +1.9% | -18.4% | -19.4% |
| 1Y | -22.0% | +6.9% | -28.9% | -28.2% |
| 3Y | +470.2% | +99.6% | +370.6% | +301.5% |
| All | +572.6% | +131.8% | +440.8% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling