+479.0%
TLN vs URA
+114.7%
+364.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +7.1% | +1.1% | +6.0% | +6.4% |
| 30D | -3.9% | +7.4% | -11.3% | -7.6% |
| 3M | -16.2% | -8.4% | -7.8% | -12.7% |
| 6M | -5.8% | -12.7% | +6.9% | +0.1% |
| YTD | -15.4% | +7.8% | -23.2% | -20.9% |
| 1Y | -16.7% | +19.5% | -36.1% | -28.3% |
| All | +479.0% | +114.7% | +364.3% | +289.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling