+131.2%
TLT vs URI
+7,012.0%
-6,880.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -0.4% | -2.0% | +1.6% | -0.5% |
| 30D | -0.6% | -12.9% | +12.4% | -1.4% |
| 3M | -2.7% | -6.7% | +4.0% | -3.1% |
| 6M | -5.6% | +19.0% | -24.6% | -4.3% |
| YTD | -2.8% | +25.5% | -28.3% | -0.9% |
| 1Y | -1.4% | +5.5% | -7.0% | -0.6% |
| 3Y | -1.6% | +111.3% | -112.9% | +4.8% |
| 5Y | -33.8% | +198.6% | -232.4% | -27.0% |
| 10Y | -21.1% | +1,179.9% | -1,201.1% | +1.0% |
| All | +131.2% | +7,012.0% | -6,880.8% | +263.0% |
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