+29.4%
UL vs TLN
+630.2%
-600.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -2.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +8.2% | -10.5% | +18.7% | +7.8% |
| 3M | +4.5% | +0.1% | +4.5% | +4.8% |
| 6M | +12.6% | -17.4% | +30.0% | +12.2% |
| YTD | +3.5% | -9.7% | +13.2% | +3.8% |
| 1Y | -0.4% | -12.3% | +11.8% | -0.2% |
| 3Y | +36.0% | +528.3% | -492.3% | +35.0% |
| All | +29.4% | +630.2% | -600.9% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling