+1,787.2%
TMO vs URI
+7,134.6%
-5,347.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | +6.2% | -12.9% | +19.2% | +9.1% |
| 3M | +27.5% | -6.7% | +34.2% | +29.0% |
| 6M | +20.0% | +19.0% | +1.0% | +14.4% |
| YTD | +6.1% | +25.5% | -19.4% | -0.2% |
| 1Y | +25.8% | +5.5% | +20.3% | +22.3% |
| 3Y | +11.2% | +111.3% | -100.1% | -7.3% |
| 5Y | +9.6% | +198.6% | -189.0% | -16.3% |
| 10Y | +317.8% | +1,179.9% | -862.2% | +120.8% |
| All | +1,787.2% | +7,134.6% | -5,347.4% | +381.1% |
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