+48.0%
TMUS vs URI
+199.0%
-150.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.9% | -2.7% | +3.5% |
| 7D | +5.3% | -4.0% | +9.4% | +5.7% |
| 30D | +13.5% | +6.8% | +6.8% | +12.7% |
| 3M | -4.2% | -2.8% | -1.4% | -4.2% |
| 6M | -11.9% | +20.9% | -32.8% | -14.4% |
| YTD | -15.6% | +40.2% | -55.8% | -20.2% |
| 1Y | -16.8% | +34.1% | -50.9% | -20.9% |
| 3Y | +20.8% | +164.1% | -143.3% | -1.3% |
| 5Y | +48.0% | +199.3% | -151.3% | +15.2% |
| All | +48.0% | +199.0% | -150.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling