+731.6%
TLN vs URA
+72.3%
+659.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +4.2% |
| 7D | +22.3% | +4.5% | +17.8% | +19.5% |
| 30D | +1.2% | -13.4% | +14.6% | +9.3% |
| 3M | +5.9% | -28.4% | +34.3% | +26.1% |
| 6M | +3.2% | -40.5% | +43.7% | +34.5% |
| YTD | +3.2% | -24.3% | +27.4% | +16.5% |
| 1Y | +5.2% | -28.8% | +34.0% | +22.4% |
| 3Y | +606.3% | +37.6% | +568.6% | +486.9% |
| All | +731.6% | +72.3% | +659.2% | +566.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling