+77.9%
UBER vs TLN
+716.6%
-638.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.3% |
| 7D | +1.2% | +15.9% | -14.7% | -0.6% |
| 30D | -1.1% | -0.3% | -0.9% | -1.3% |
| 3M | -10.0% | +5.8% | -15.8% | -11.2% |
| 6M | -7.2% | -1.2% | -5.9% | -8.1% |
| YTD | -13.5% | +1.0% | -14.5% | -15.3% |
| 1Y | -24.5% | +1.1% | -25.6% | -26.2% |
| 3Y | +37.0% | +591.7% | -554.7% | -2.5% |
| All | +77.9% | +716.6% | -638.7% | +20.0% |
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