+323.9%
TMO vs URI
+1,233.8%
-909.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -0.3% | -13.4% | +13.1% | +2.5% |
| 3M | +25.3% | -6.2% | +31.5% | +26.6% |
| 6M | +20.9% | +28.0% | -7.1% | +13.4% |
| YTD | +4.3% | +23.0% | -18.6% | -1.7% |
| 1Y | +27.0% | +5.5% | +21.5% | +23.5% |
| 3Y | +17.5% | +119.2% | -101.7% | -3.6% |
| 5Y | +6.9% | +201.0% | -194.1% | -19.4% |
| All | +323.9% | +1,233.8% | -909.9% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling