+1.1%
TLN vs URA
-26.7%
+27.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.0% |
| 7D | +15.9% | +2.9% | +13.0% | +14.1% |
| 30D | -0.3% | -10.8% | +10.5% | +6.3% |
| 3M | +5.8% | -25.5% | +31.3% | +24.0% |
| 6M | -1.2% | -41.2% | +40.0% | +28.6% |
| YTD | +1.0% | -21.3% | +22.3% | +10.6% |
| 1Y | +1.1% | -25.7% | +26.8% | +13.6% |
| All | +1.1% | -26.7% | +27.8% | +13.6% |
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