-76.7%
TE vs URI
+618.0%
-694.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.9% | -9.8% | -6.0% |
| 7D | -10.5% | -4.0% | -6.5% | -8.7% |
| 30D | -32.4% | +6.8% | -39.2% | -34.0% |
| 3M | -60.9% | -2.8% | -58.0% | -60.2% |
| 6M | -62.8% | +20.9% | -83.7% | -65.3% |
| YTD | -65.7% | +40.2% | -106.0% | -70.8% |
| 1Y | -39.9% | +34.1% | -74.0% | -47.7% |
| 3Y | +10.6% | +164.1% | -153.5% | -20.3% |
| 5Y | -79.7% | +199.3% | -279.0% | -86.2% |
| All | -76.7% | +618.0% | -694.6% | -84.4% |
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