+128.5%
TLT vs URI
+8,018.7%
-7,890.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | +0.3% |
| 7D | -1.0% | +2.6% | -3.6% | -0.8% |
| 30D | +3.7% | +9.1% | -5.4% | +4.3% |
| 3M | -0.8% | +1.0% | -1.8% | -0.6% |
| 6M | -3.6% | +23.3% | -26.9% | -2.1% |
| YTD | -3.9% | +43.3% | -47.2% | -1.2% |
| 1Y | -6.2% | +35.9% | -42.1% | -3.8% |
| 3Y | +4.2% | +158.6% | -154.5% | +12.5% |
| 5Y | -34.7% | +213.1% | -247.8% | -27.8% |
| 10Y | -11.8% | +1,213.1% | -1,224.9% | +12.9% |
| All | +128.5% | +8,018.7% | -7,890.2% | +262.0% |
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