+30.4%
URI vs TLN
-8.6%
+38.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -6.0% | +1.1% | -7.1% | -6.3% |
| 30D | +4.6% | -4.6% | +9.2% | +5.1% |
| 3M | -2.7% | +5.2% | -7.9% | -4.2% |
| 6M | +18.4% | -6.5% | +24.9% | +18.3% |
| YTD | +37.4% | -3.6% | +41.0% | +34.8% |
| 1Y | +30.4% | -8.2% | +38.6% | +27.7% |
| All | +30.4% | -8.6% | +38.9% | +27.7% |
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 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