+15.6%
TMUS vs URI
+138.8%
-123.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +3.6% | -9.8% | +13.3% | +3.6% |
| 30D | -3.4% | +1.7% | -5.1% | -3.4% |
| 3M | -9.5% | -9.1% | -0.4% | -9.4% |
| 6M | -15.2% | +9.9% | -25.0% | -15.8% |
| YTD | -18.9% | +31.2% | -50.1% | -20.8% |
| 1Y | -17.7% | +25.9% | -43.6% | -19.3% |
| 3Y | +15.6% | +147.4% | -131.7% | +10.6% |
| All | +15.6% | +138.8% | -123.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling