-27.8%
TE vs URI
+113.1%
-140.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.1% |
| 7D | -4.0% | -2.0% | -2.0% | -2.5% |
| 30D | -15.9% | -12.9% | -3.0% | -6.2% |
| 3M | -60.5% | -6.7% | -53.8% | -58.0% |
| 6M | -35.2% | +19.0% | -54.2% | -45.3% |
| YTD | -31.1% | +25.5% | -56.7% | -46.5% |
| 1Y | +148.6% | +5.5% | +143.1% | +130.4% |
| All | -27.8% | +113.1% | -140.9% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling