+36.1%
TPR vs URA
-31.4%
+67.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.6% |
| 7D | +14.2% | -4.1% | +18.3% | +14.8% |
| 30D | +17.1% | -19.0% | +36.1% | +20.7% |
| 3M | -17.7% | -25.1% | +7.4% | -14.6% |
| 6M | -10.2% | -44.5% | +34.3% | -0.5% |
| YTD | +4.9% | -24.3% | +29.2% | +5.3% |
| 1Y | +36.1% | -28.1% | +64.3% | +38.7% |
| All | +36.1% | -31.4% | +67.5% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling