+234.7%
UMC vs TLN
+589.3%
-354.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.3% |
| 7D | +13.6% | +5.8% | +7.8% | +12.4% |
| 30D | +20.8% | -6.9% | +27.6% | +22.3% |
| 3M | +16.1% | -10.9% | +27.0% | +19.1% |
| 6M | +137.3% | -4.6% | +141.9% | +140.6% |
| YTD | +193.8% | -14.7% | +208.5% | +199.2% |
| 1Y | +236.1% | -17.9% | +254.0% | +243.8% |
| 3Y | +267.1% | +483.9% | -216.8% | +157.5% |
| All | +234.7% | +589.3% | -354.6% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling