+37.7%
TMUS vs URI
+178.2%
-140.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.5% |
| 7D | +9.0% | -12.9% | +22.0% | +10.3% |
| 30D | -3.2% | -3.4% | +0.2% | -3.1% |
| 3M | -6.9% | -10.0% | +3.1% | -6.2% |
| 6M | -16.4% | +12.2% | -28.6% | -18.3% |
| YTD | -19.6% | +29.8% | -49.4% | -23.6% |
| 1Y | -19.9% | +24.6% | -44.5% | -23.4% |
| 3Y | +14.5% | +137.6% | -123.1% | -5.2% |
| 5Y | +37.7% | +176.6% | -138.9% | +8.1% |
| All | +37.7% | +178.2% | -140.5% | +8.1% |
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