-76.0%
TE vs URI
+571.8%
-647.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | -12.6% | -9.8% | -2.8% | -8.2% |
| 30D | -36.7% | +1.7% | -38.5% | -36.8% |
| 3M | -57.5% | -9.1% | -48.4% | -55.4% |
| 6M | -55.2% | +9.9% | -65.1% | -56.4% |
| YTD | -64.7% | +31.2% | -95.9% | -68.9% |
| 1Y | -35.9% | +25.9% | -61.8% | -42.5% |
| 3Y | -31.8% | +147.4% | -179.2% | -49.3% |
| 5Y | -79.4% | +179.7% | -259.2% | -85.6% |
| All | -76.0% | +571.8% | -647.7% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling