+54.8%
UBER vs TLN
+494.5%
-439.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -3.8% |
| 7D | -2.8% | +10.9% | -13.7% | -4.1% |
| 30D | -2.5% | -6.3% | +3.8% | -1.9% |
| 3M | +4.4% | -10.7% | +15.1% | +5.3% |
| 6M | -2.7% | +1.6% | -4.3% | -4.0% |
| YTD | -10.5% | -13.1% | +2.6% | -10.3% |
| 1Y | -22.5% | -15.1% | -7.4% | -22.2% |
| 3Y | +54.8% | +495.0% | -440.2% | +18.5% |
| All | +54.8% | +494.5% | -439.7% | +18.5% |
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