+18.8%
TMO vs URI
+125.2%
-106.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.5% | +5.0% | -5.5% | -1.5% |
| 30D | +1.0% | -9.4% | +10.4% | +3.0% |
| 3M | +22.7% | -5.8% | +28.5% | +23.8% |
| 6M | +19.0% | +25.8% | -6.8% | +12.1% |
| YTD | +4.7% | +27.9% | -23.1% | -2.5% |
| 1Y | +26.0% | +9.7% | +16.3% | +22.3% |
| All | +18.8% | +125.2% | -106.4% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling