+206.4%
UMC vs TLN
+583.6%
-377.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +3.9% |
| 7D | +5.0% | +7.1% | -2.1% | +3.6% |
| 30D | +7.7% | -3.9% | +11.6% | +8.3% |
| 3M | +1.7% | -16.2% | +17.8% | +5.2% |
| 6M | +113.9% | -5.8% | +119.7% | +117.4% |
| YTD | +168.9% | -15.4% | +184.3% | +174.3% |
| 1Y | +207.2% | -16.7% | +223.9% | +213.6% |
| 3Y | +227.7% | +473.8% | -246.1% | +130.4% |
| All | +206.4% | +583.6% | -377.2% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling