+237.8%
TMUS vs URI
+1,173.3%
-935.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | +4.9% | +6.7% | -1.8% | +3.7% |
| 30D | +7.7% | +8.9% | -1.2% | +5.8% |
| 3M | -6.8% | +0.5% | -7.3% | -7.3% |
| 6M | -9.7% | +20.7% | -30.3% | -14.0% |
| YTD | -15.0% | +40.0% | -55.0% | -22.5% |
| 1Y | -19.1% | +34.4% | -53.5% | -25.7% |
| 3Y | +21.4% | +149.5% | -128.1% | -6.4% |
| 5Y | +51.2% | +205.6% | -154.4% | +7.0% |
| All | +237.8% | +1,173.3% | -935.6% | +52.4% |
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