+1,580.8%
TGT vs URI
+7,462.1%
-5,881.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.6% | -9.8% | +12.4% | +4.8% |
| 30D | +5.0% | +1.7% | +3.2% | +4.4% |
| 3M | +8.5% | -9.1% | +17.6% | +10.3% |
| 6M | +23.8% | +9.9% | +13.9% | +20.2% |
| YTD | +66.5% | +31.2% | +35.3% | +53.8% |
| 1Y | +84.9% | +25.9% | +59.0% | +72.3% |
| 3Y | +59.2% | +147.4% | -88.2% | +26.1% |
| 5Y | -27.2% | +179.7% | -206.9% | -44.5% |
| 10Y | +221.5% | +1,419.5% | -1,198.1% | +59.9% |
| All | +1,580.8% | +7,462.1% | -5,881.3% | +317.2% |
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