+148.6%
TE vs URI
+7.3%
+141.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -4.0% | -2.0% | -2.0% | -3.1% |
| 30D | -15.9% | -12.9% | -3.0% | -10.5% |
| 3M | -60.5% | -6.7% | -53.8% | -58.7% |
| 6M | -35.2% | +19.0% | -54.2% | -36.8% |
| YTD | -31.1% | +25.5% | -56.7% | -38.2% |
| 1Y | +148.6% | +5.5% | +143.1% | +200.6% |
| All | +148.6% | +7.3% | +141.4% | +200.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling