+421.8%
TPR vs URA
+30.2%
+391.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.3% | +12.3% | +8.2% |
| 7D | +13.9% | -13.3% | +27.1% | +17.2% |
| 30D | +14.9% | -25.9% | +40.8% | +22.4% |
| 3M | -15.4% | -27.8% | +12.4% | -10.0% |
| 6M | -4.5% | -42.8% | +38.4% | +7.2% |
| YTD | +6.0% | -27.5% | +33.5% | +10.0% |
| 1Y | +24.3% | -35.1% | +59.5% | +32.9% |
| All | +421.8% | +30.2% | +391.5% | +348.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling