+537.0%
TDG vs URI
+1,233.9%
-696.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -2.1% | +0.2% | -1.1% |
| 30D | -7.7% | -12.4% | +4.7% | -2.8% |
| 3M | -9.3% | -7.3% | -2.1% | -7.3% |
| 6M | -9.4% | +27.2% | -36.6% | -20.4% |
| YTD | -14.3% | +23.0% | -37.2% | -24.8% |
| 1Y | -11.8% | +3.9% | -15.7% | -17.4% |
| 3Y | +52.0% | +121.6% | -69.7% | -5.2% |
| 5Y | +128.8% | +201.1% | -72.2% | +18.2% |
| All | +537.0% | +1,233.9% | -696.9% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling