-78.9%
TE vs URI
+603.2%
-682.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -8.7% |
| 7D | -26.9% | -6.0% | -20.9% | -24.6% |
| 30D | -38.9% | +4.6% | -43.5% | -39.8% |
| 3M | -61.0% | -2.7% | -58.3% | -60.4% |
| 6M | -66.4% | +18.4% | -84.8% | -68.4% |
| YTD | -69.0% | +37.4% | -106.4% | -73.3% |
| 1Y | -54.0% | +30.4% | -84.4% | -59.5% |
| 3Y | +38.0% | +147.9% | -109.9% | +1.9% |
| 5Y | -81.0% | +202.1% | -283.0% | -87.0% |
| All | -78.9% | +603.2% | -682.1% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling