+304.4%
TMUS vs URI
+1,179.9%
-875.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +5.3% | -12.9% | +18.2% | +7.9% |
| 3M | +3.1% | -6.7% | +9.9% | +3.7% |
| 6M | -16.5% | +19.0% | -35.4% | -20.7% |
| YTD | -9.2% | +25.5% | -34.7% | -15.3% |
| 1Y | -26.5% | +5.5% | -32.0% | -29.0% |
| 3Y | +39.0% | +111.3% | -72.3% | +10.9% |
| 5Y | +40.4% | +198.6% | -158.2% | -0.7% |
| All | +304.4% | +1,179.9% | -875.5% | +76.8% |
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