+318.5%
TPR vs URA
+356.0%
-37.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.7% |
| 30D | -23.0% | +7.4% | -30.4% | -25.4% |
| 3M | -12.5% | -8.4% | -4.1% | -10.8% |
| 6M | -21.4% | -12.7% | -8.7% | -19.0% |
| YTD | -3.5% | +7.8% | -11.3% | -10.3% |
| 1Y | +17.4% | +19.5% | -2.1% | +3.0% |
| 3Y | +291.3% | +116.4% | +174.8% | +150.0% |
| 5Y | +241.9% | +134.3% | +107.6% | +94.4% |
| All | +318.5% | +356.0% | -37.5% | +52.8% |
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