+115.0%
UMC vs TLN
-17.6%
+132.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.5% | +6.5% | +0.1% |
| 7D | -14.7% | -6.0% | -8.6% | -13.4% |
| 30D | -32.9% | -1.5% | -31.3% | -32.7% |
| 3M | -22.2% | -3.9% | -18.3% | -21.8% |
| 6M | +25.9% | -15.0% | +40.9% | +30.1% |
| YTD | +107.9% | -12.8% | +120.7% | +108.9% |
| 1Y | +115.0% | -17.3% | +132.4% | +120.6% |
| All | +115.0% | -17.6% | +132.6% | +120.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling