+215.0%
URI vs TLN
+678.8%
-463.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -6.0% | +1.1% | -7.1% | -6.2% |
| 30D | +4.6% | -4.6% | +9.2% | +5.4% |
| 3M | -2.7% | +5.2% | -7.9% | -4.5% |
| 6M | +18.4% | -6.5% | +24.9% | +18.3% |
| YTD | +37.4% | -3.6% | +41.0% | +34.6% |
| 1Y | +30.4% | -8.2% | +38.6% | +28.9% |
| 3Y | +147.9% | +559.7% | -411.8% | +32.3% |
| All | +215.0% | +678.8% | -463.8% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling