+13,174.6%
TDG vs URI
+3,031.4%
+10,143.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | -7.4% | -12.9% | +5.6% | -3.5% |
| 3M | -5.4% | -6.7% | +1.4% | -3.8% |
| 6M | -11.6% | +19.0% | -30.6% | -17.8% |
| YTD | -12.6% | +25.5% | -38.2% | -20.8% |
| 1Y | -9.3% | +5.5% | -14.9% | -13.7% |
| 3Y | +49.2% | +111.3% | -62.1% | +10.9% |
| 5Y | +132.1% | +198.6% | -66.4% | +52.4% |
| 10Y | +544.8% | +1,179.9% | -635.1% | +168.5% |
| All | +13,174.6% | +3,031.4% | +10,143.2% | +2,654.3% |
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 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