+572.6%
TLN vs UUUU
+99.2%
+473.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.5% |
| 7D | -1.3% | -10.5% | +9.2% | +1.0% |
| 30D | -14.3% | -10.5% | -3.8% | -12.4% |
| 3M | -9.3% | -14.1% | +4.8% | -6.8% |
| 6M | -1.1% | -35.5% | +34.4% | +6.4% |
| YTD | -16.6% | -10.9% | -5.6% | -17.4% |
| 1Y | -22.0% | +3.4% | -25.3% | -28.0% |
| 3Y | +470.2% | +73.1% | +397.0% | +315.4% |
| All | +572.6% | +99.2% | +473.3% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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