+74.0%
UBER vs TLN
+733.8%
-659.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | +0.5% | +22.3% | -21.8% | -1.9% |
| 30D | -3.1% | +1.2% | -4.3% | -3.4% |
| 3M | -8.3% | +5.9% | -14.2% | -9.4% |
| 6M | -9.5% | +3.2% | -12.7% | -10.9% |
| YTD | -15.4% | +3.2% | -18.6% | -17.4% |
| 1Y | -26.1% | +5.2% | -31.3% | -28.2% |
| 3Y | +34.0% | +606.3% | -572.3% | -4.9% |
| All | +74.0% | +733.8% | -659.8% | +17.0% |
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