+238.4%
TMUS vs URI
+1,374.0%
-1,135.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +3.6% | -9.8% | +13.3% | +5.4% |
| 30D | -3.4% | +1.7% | -5.1% | -3.9% |
| 3M | -9.5% | -9.1% | -0.4% | -8.3% |
| 6M | -15.2% | +9.9% | -25.0% | -17.8% |
| YTD | -18.9% | +31.2% | -50.1% | -25.3% |
| 1Y | -17.7% | +25.9% | -43.6% | -23.6% |
| 3Y | +15.6% | +147.4% | -131.7% | -11.2% |
| 5Y | +38.9% | +179.7% | -140.8% | -0.1% |
| All | +238.4% | +1,374.0% | -1,135.6% | +42.3% |
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