+65.3%
T vs URA
+371.9%
-306.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | -1.5% | +8.1% | -9.6% | -2.3% |
| 30D | +7.6% | +5.8% | +1.8% | +6.9% |
| 3M | +15.3% | +3.4% | +11.9% | +14.6% |
| 6M | -8.5% | -2.6% | -5.8% | -8.9% |
| YTD | +6.8% | +11.2% | -4.4% | +3.8% |
| 1Y | -7.2% | +19.8% | -27.1% | -11.4% |
| 3Y | +108.2% | +121.5% | -13.2% | +75.8% |
| 5Y | +66.1% | +134.5% | -68.4% | +33.3% |
| 10Y | +65.3% | +376.7% | -311.4% | +4.4% |
| All | +65.3% | +371.9% | -306.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling