+200.9%
URI vs TLN
+630.2%
-429.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -0.4% |
| 7D | -9.8% | -1.3% | -8.5% | -9.6% |
| 30D | +1.7% | -10.5% | +12.2% | +3.8% |
| 3M | -9.1% | +0.1% | -9.2% | -9.8% |
| 6M | +9.9% | -17.4% | +27.3% | +12.7% |
| YTD | +31.2% | -9.7% | +40.9% | +30.3% |
| 1Y | +25.9% | -12.3% | +38.2% | +25.6% |
| 3Y | +147.4% | +528.3% | -380.9% | +33.2% |
| All | +200.9% | +630.2% | -429.3% | +58.3% |
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 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