+144.6%
UMC vs TLN
+585.4%
-440.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.1% | +5.9% |
| 7D | +0.1% | +15.9% | -15.8% | -2.7% |
| 30D | -28.7% | -0.3% | -28.4% | -28.7% |
| 3M | -15.1% | +5.8% | -20.9% | -16.4% |
| 6M | +5.0% | -1.2% | +6.2% | +4.7% |
| YTD | +108.2% | +1.0% | +107.1% | +104.6% |
| 1Y | +121.7% | +1.1% | +120.6% | +117.3% |
| All | +144.6% | +585.4% | -440.9% | +68.1% |
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 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