+34.4%
URI vs TLN
+1.6%
+32.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | +6.7% | +11.0% | -4.3% | +4.6% |
| 30D | +8.9% | +4.9% | +4.0% | +7.6% |
| 3M | +0.5% | +4.9% | -4.4% | -1.0% |
| 6M | +20.7% | +7.1% | +13.5% | +17.8% |
| YTD | +40.0% | +0.3% | +39.7% | +36.3% |
| 1Y | +34.4% | +5.9% | +28.5% | +29.0% |
| All | +34.4% | +1.6% | +32.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling