+99.5%
U vs TLN
+538.9%
-439.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +3.5% |
| 7D | +36.6% | -1.3% | +37.9% | +36.5% |
| 30D | +13.3% | -10.5% | +23.8% | +16.4% |
| 3M | +26.2% | +0.1% | +26.1% | +24.5% |
| 6M | +88.7% | -17.4% | +106.1% | +94.6% |
| YTD | +16.6% | -9.7% | +26.2% | +15.8% |
| 1Y | +29.0% | -12.3% | +41.2% | +28.9% |
| 3Y | +99.5% | +528.3% | -428.8% | +8.5% |
| All | +99.5% | +538.9% | -439.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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