-80.5%
TE vs URI
+616.9%
-697.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.5% |
| 7D | -19.1% | +6.7% | -25.8% | -21.4% |
| 30D | -34.1% | +8.9% | -43.0% | -36.2% |
| 3M | -60.1% | +0.5% | -60.7% | -60.1% |
| 6M | -66.0% | +20.7% | -86.6% | -68.2% |
| YTD | -71.4% | +40.0% | -111.4% | -75.6% |
| 1Y | -45.3% | +34.4% | -79.7% | -52.4% |
| 3Y | +9.1% | +149.5% | -140.3% | -19.8% |
| 5Y | -82.6% | +205.6% | -288.2% | -88.2% |
| All | -80.5% | +616.9% | -697.5% | -87.0% |
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