+160.8%
TE vs URI
+6.1%
+154.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.8% |
| 7D | +18.2% | +2.5% | +15.7% | +17.0% |
| 30D | -13.5% | -12.5% | -1.0% | -8.2% |
| 3M | -44.6% | -6.2% | -38.4% | -42.2% |
| 6M | -24.7% | +25.9% | -50.6% | -28.7% |
| YTD | -24.3% | +26.2% | -50.4% | -31.8% |
| All | +160.8% | +6.1% | +154.8% | +230.0% |
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 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