+82.6%
UBER vs TLN
+571.8%
-489.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | -4.5% | +2.0% | -6.4% | -4.8% |
| 30D | -7.6% | -12.9% | +5.3% | -6.1% |
| 3M | +5.8% | -7.4% | +13.2% | +6.1% |
| 6M | +0.3% | -6.0% | +6.3% | 0.0% |
| YTD | -11.2% | -16.9% | +5.7% | -10.5% |
| 1Y | -23.0% | -22.6% | -0.4% | -21.7% |
| 3Y | +53.6% | +469.0% | -415.4% | +12.8% |
| All | +82.6% | +571.8% | -489.2% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling