-12.3%
TLN vs URA
-31.4%
+19.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +4.6% |
| 7D | -1.3% | -4.1% | +2.8% | +1.2% |
| 30D | -10.5% | -19.0% | +8.5% | +0.8% |
| 3M | +0.1% | -25.1% | +25.2% | +17.3% |
| 6M | -17.4% | -44.5% | +27.1% | +11.2% |
| YTD | -9.7% | -24.3% | +14.7% | +0.5% |
| 1Y | -12.3% | -28.1% | +15.9% | 0.0% |
| All | -12.3% | -31.4% | +19.1% | 0.0% |
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