+578.5%
TLN vs UUUU
-17.1%
+595.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.4% |
| 7D | +11.0% | -1.1% | +12.1% | +11.2% |
| 30D | +4.9% | -21.0% | +25.9% | +10.6% |
| 3M | +4.9% | -54.8% | +59.7% | +25.0% |
| 6M | +7.1% | -67.3% | +74.5% | +35.5% |
| YTD | +0.3% | -54.7% | +55.0% | +15.2% |
| 1Y | +5.9% | -57.4% | +63.3% | +22.5% |
| 3Y | +578.5% | -19.6% | +598.1% | +457.8% |
| All | +578.5% | -17.1% | +595.6% | +457.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling