+379.1%
TPR vs URA
+278.3%
+100.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.6% |
| 7D | +14.2% | -4.1% | +18.3% | +15.6% |
| 30D | +17.1% | -19.0% | +36.1% | +25.7% |
| 3M | -17.7% | -25.1% | +7.4% | -10.0% |
| 6M | -10.2% | -44.5% | +34.3% | +9.1% |
| YTD | +4.9% | -24.3% | +29.2% | +10.0% |
| 1Y | +36.1% | -28.1% | +64.3% | +45.1% |
| 3Y | +416.5% | +40.7% | +375.8% | +288.2% |
| 5Y | +254.8% | +35.5% | +219.3% | +156.5% |
| All | +379.1% | +278.3% | +100.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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