+288.8%
TPR vs URA
-53.7%
+342.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.3% | +12.3% | +9.0% |
| 7D | +13.9% | -13.3% | +27.1% | +19.5% |
| 30D | +14.9% | -25.9% | +40.8% | +27.3% |
| 3M | -15.4% | -27.8% | +12.4% | -6.3% |
| 6M | -4.5% | -42.8% | +38.4% | +14.1% |
| YTD | +6.0% | -27.5% | +33.5% | +13.2% |
| 1Y | +24.3% | -35.1% | +59.5% | +38.2% |
| 3Y | +412.8% | +31.1% | +381.8% | +308.4% |
| 5Y | +258.4% | +29.8% | +228.7% | +172.9% |
| 10Y | +396.8% | +265.1% | +131.7% | +124.9% |
| All | +288.8% | -53.7% | +342.4% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling