The Lord is addressed in this verse as tri-yuga, or one who appears in three millenniums—namely the Satya, Dvāpara and Tretā yugas. He is not mentioned as appearing in the fourth millennium, or Kali-yuga. It is described in Vedic literature that in Kali-yuga He comes as channa-avatāra, or an incarnation, but He does not appear as a manifest incarnation. In the other yugas, however, the Lord is a manifest incarnation, and therefore he is addressed as tri-yuga, or the Lord who appears in three yugas.
Śrīdhara Svāmī describes tri-yuga as follows: yuga means "couple," and tri means "three." The Lord is manifested as three couples by His six opulences, or three couples of opulences. In that way He can be addressed as tri-yuga. The Lord is the personality of religious principles. In three millenniums religious principles are protected by three kinds of spiritual culture, namely austerity, cleanliness and mercy. The Lord is called tri-yuga in that way also. In the age of Kali these three requisites to spiritual culture are almost absent, but the Lord is so kind that in spite of Kali-yuga's being devoid of these three spiritual qualities, He comes and protects the people of this age in His covered incarnation as Lord Caitanya. Lord Caitanya is called "covered" because although He is Kṛṣṇa Himself, He presents Himself as a devotee of Kṛṣṇa, not directly Kṛṣṇa. The devotees pray to Lord Caitanya, therefore, to eliminate their stock of passion and ignorance, the most conspicuous assets of this yuga. In the Kṛṣṇa consciousness movement one cleanses himself of the modes of passion and ignorance by chanting the holy name of the Lord, Hare Kṛṣṇa, Hare Kṛṣṇa, as introduced by Lord Caitanya.
The four Kumāras were cognizant of their situation in the modes of passion and ignorance because, although in Vaikuṇṭha, they wanted to curse devotees of the Lord. Since they were conscious of their own weakness, they prayed to the Lord to remove their still-existing passion and ignorance. The three transcendental qualifications—cleanliness, austerity and mercy—are the qualifications of the twice-born and the demigods. Those who are not situated in the quality of goodness cannot accept these three principles of spiritual culture. For the Kṛṣṇa consciousness movement, therefore, there are three sinful activities which are prohibited—namely illicit sex, intoxication, and eating food other than the prasāda offered to Kṛṣṇa. These three prohibitions are based on the principles of austerity, cleanliness and mercy. Devotees are merciful because they spare the poor animals, and they are clean because they are free of contamination from unwanted foodstuff and unwanted habits. Austerity is represented by restricted sex life. These principles, indicated by the prayers of the four Kumāras, should be followed by the devotees who are engaged in Kṛṣṇa consciousness.