-49.1%
TE vs URI
+32.9%
-82.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.9% | -9.8% | -6.1% |
| 7D | -10.5% | -4.0% | -6.5% | -8.7% |
| 30D | -32.4% | +6.8% | -39.2% | -33.7% |
| 3M | -60.9% | -2.8% | -58.0% | -60.2% |
| 6M | -62.8% | +20.9% | -83.7% | -63.8% |
| YTD | -65.7% | +40.2% | -106.0% | -69.6% |
| All | -49.1% | +32.9% | -82.0% | -51.1% |
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