+467.2%
TDY vs URA
+346.2%
+121.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.1% |
| 7D | -1.1% | -5.5% | +4.4% | +0.3% |
| 30D | -12.0% | -3.7% | -8.4% | -11.4% |
| 3M | -3.2% | -2.9% | -0.3% | -3.0% |
| 6M | -7.9% | -15.2% | +7.4% | -4.8% |
| YTD | +18.2% | +1.9% | +16.3% | +15.5% |
| 1Y | +6.7% | +6.9% | -0.3% | +1.6% |
| 3Y | +47.5% | +99.6% | -52.1% | +12.8% |
| 5Y | +39.5% | +101.2% | -61.7% | +0.6% |
| All | +467.2% | +346.2% | +121.0% | +168.0% |
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