+2,054.6%
TMO vs URI
+7,970.4%
-5,915.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.8% | +6.7% | -5.9% | -0.5% |
| 30D | +4.0% | +8.9% | -4.8% | +2.2% |
| 3M | +17.6% | +0.5% | +17.1% | +17.1% |
| 6M | +57.3% | +20.7% | +36.6% | +50.7% |
| YTD | +21.2% | +40.0% | -18.9% | +11.2% |
| 1Y | +21.1% | +34.4% | -13.3% | +12.0% |
| 3Y | +58.8% | +149.5% | -90.6% | +27.9% |
| 5Y | +11.8% | +205.6% | -193.8% | -15.1% |
| 10Y | +376.2% | +1,183.1% | -806.9% | +152.1% |
| All | +2,054.6% | +7,970.4% | -5,915.8% | +436.2% |
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