-35.1%
TLT vs URI
+209.3%
-244.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.7% | +9.3% | -12.0% | -2.9% |
| 30D | +2.2% | +7.6% | -5.4% | +1.9% |
| 3M | -1.7% | +1.0% | -2.8% | -1.8% |
| 6M | -4.0% | +19.8% | -23.8% | -4.4% |
| YTD | -4.9% | +41.9% | -46.8% | -5.9% |
| 1Y | -7.4% | +33.4% | -40.8% | -8.2% |
| 3Y | +3.0% | +156.0% | -153.0% | 0.0% |
| 5Y | -35.1% | +209.5% | -244.6% | -40.3% |
| All | -35.1% | +209.3% | -244.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling