+25.9%
URI vs TLN
-13.3%
+39.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -0.1% |
| 7D | -9.8% | -1.3% | -8.5% | -9.6% |
| 30D | +1.7% | -10.5% | +12.2% | +3.4% |
| 3M | -9.1% | +0.1% | -9.2% | -9.6% |
| 6M | +9.9% | -17.4% | +27.3% | +12.2% |
| YTD | +31.2% | -9.7% | +40.9% | +30.3% |
| 1Y | +25.9% | -12.3% | +38.2% | +24.8% |
| All | +25.9% | -13.3% | +39.2% | +24.8% |
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