+221.2%
URI vs TLN
+710.8%
-489.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | +6.7% | +11.0% | -4.3% | +4.4% |
| 30D | +8.9% | +4.9% | +4.0% | +7.5% |
| 3M | +0.5% | +4.9% | -4.4% | -1.2% |
| 6M | +20.7% | +7.1% | +13.5% | +17.1% |
| YTD | +40.0% | +0.3% | +39.7% | +36.1% |
| 1Y | +34.4% | +5.9% | +28.5% | +28.7% |
| 3Y | +149.5% | +578.5% | -429.0% | +32.4% |
| All | +221.2% | +710.8% | -489.6% | +65.2% |
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