-7.4%
T vs URI
+30.2%
-37.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | +2.6% | -6.0% | +8.5% | +2.3% |
| 30D | -1.1% | +4.6% | -5.7% | -0.9% |
| 3M | -7.7% | -2.7% | -5.0% | -7.8% |
| 6M | -10.6% | +18.4% | -29.0% | -10.3% |
| YTD | -7.5% | +37.4% | -44.8% | -8.1% |
| 1Y | -7.4% | +30.4% | -37.8% | -7.3% |
| All | -7.4% | +30.2% | -37.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling