+226.3%
UMC vs TLN
+571.8%
-345.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.0% |
| 7D | +11.4% | +2.0% | +9.4% | +11.0% |
| 30D | +16.8% | -12.9% | +29.7% | +19.8% |
| 3M | +19.1% | -7.4% | +26.5% | +21.7% |
| 6M | +137.4% | -6.0% | +143.5% | +141.6% |
| YTD | +186.4% | -16.9% | +203.3% | +193.1% |
| 1Y | +229.1% | -22.6% | +251.7% | +240.0% |
| 3Y | +257.9% | +469.0% | -211.1% | +152.2% |
| All | +226.3% | +571.8% | -345.5% | +131.1% |
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