+1,308.1%
TDY vs URA
-29.0%
+1,337.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.8% |
| 7D | -0.9% | +8.1% | -9.0% | -3.2% |
| 30D | -12.5% | +5.8% | -18.2% | -14.1% |
| 3M | -1.2% | +3.4% | -4.6% | -2.8% |
| 6M | -6.6% | -2.6% | -3.9% | -7.1% |
| YTD | +18.5% | +11.2% | +7.3% | +12.6% |
| 1Y | +10.8% | +19.8% | -9.1% | +1.5% |
| 3Y | +47.5% | +121.5% | -74.0% | +6.8% |
| 5Y | +35.8% | +134.5% | -98.7% | -9.2% |
| 10Y | +459.0% | +376.7% | +82.3% | +162.8% |
| All | +1,308.1% | -29.0% | +1,337.1% | +1,035.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling