+14,122.2%
TDG vs URI
+3,468.4%
+10,653.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.3% |
| 7D | +2.3% | +2.4% | -0.1% | +1.5% |
| 30D | +11.2% | +8.9% | +2.3% | +8.1% |
| 3M | +0.2% | +0.8% | -0.6% | -0.4% |
| 6M | +3.9% | +23.1% | -19.3% | -3.5% |
| YTD | -6.4% | +43.1% | -49.4% | -18.7% |
| 1Y | -3.8% | +35.7% | -39.5% | -15.2% |
| 3Y | +46.8% | +158.2% | -111.4% | +2.5% |
| 5Y | +128.3% | +212.6% | -84.3% | +47.6% |
| 10Y | +569.3% | +1,210.8% | -641.5% | +175.7% |
| All | +14,122.2% | +3,468.4% | +10,653.8% | +2,726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling