+249.1%
UMC vs TLN
+495.0%
-245.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.5% |
| 7D | +6.6% | +10.9% | -4.3% | +4.6% |
| 30D | +16.6% | -6.3% | +22.9% | +17.9% |
| 3M | +11.0% | -10.7% | +21.7% | +13.8% |
| 6M | +131.3% | +1.6% | +129.7% | +132.5% |
| YTD | +182.5% | -13.1% | +195.6% | +186.8% |
| 1Y | +222.3% | -15.1% | +237.3% | +227.8% |
| All | +249.1% | +495.0% | -245.9% | +142.7% |
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