+1,638.5%
TGT vs URI
+8,144.3%
-6,505.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.3% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +6.7% | +8.9% | -2.2% | +4.6% |
| 3M | +8.4% | +0.8% | +7.6% | +7.8% |
| 6M | +40.7% | +23.1% | +17.6% | +33.4% |
| YTD | +72.2% | +43.1% | +29.2% | +56.2% |
| 1Y | +86.2% | +35.7% | +50.5% | +70.7% |
| 3Y | +68.8% | +158.2% | -89.4% | +32.5% |
| 5Y | -25.2% | +212.6% | -237.8% | -44.3% |
| 10Y | +210.0% | +1,210.8% | -1,000.7% | +59.1% |
| All | +1,638.5% | +8,144.3% | -6,505.8% | +323.6% |
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