+60.5%
TEM vs URI
+67.0%
-6.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.1% |
| 7D | +0.9% | -2.0% | +2.9% | +2.1% |
| 30D | +38.4% | -12.9% | +51.3% | +50.5% |
| 3M | +23.7% | -6.7% | +30.4% | +27.5% |
| 6M | +26.0% | +19.0% | +7.0% | +5.2% |
| YTD | +9.4% | +25.5% | -16.1% | -16.5% |
| 1Y | -17.3% | +5.5% | -22.8% | -24.7% |
| All | +60.5% | +67.0% | -6.4% | +2.5% |
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