-1.6%
UMC vs TLN
+0.2%
-1.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.8% |
| 7D | +11.2% | +11.0% | +0.2% | +5.2% |
| 30D | -28.0% | +4.9% | -32.9% | -30.1% |
| 3M | -20.5% | +4.9% | -25.5% | -23.0% |
| 6M | -1.6% | +7.1% | -8.7% | -3.7% |
| All | -1.6% | +0.2% | -1.7% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling