+383.3%
TPR vs URI
+1,189.1%
-805.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.7% |
| 7D | +12.1% | -6.0% | +18.0% | +14.8% |
| 30D | +16.7% | +4.6% | +12.1% | +13.1% |
| 3M | -17.4% | -2.7% | -14.7% | -17.3% |
| 6M | +2.3% | +18.4% | -16.1% | -9.0% |
| YTD | +7.1% | +37.4% | -30.2% | -14.9% |
| 1Y | +29.5% | +30.4% | -0.9% | +5.7% |
| 3Y | +415.0% | +147.9% | +267.1% | +176.2% |
| 5Y | +261.5% | +202.1% | +59.4% | +65.7% |
| 10Y | +383.3% | +1,182.4% | -799.1% | +9.3% |
| All | +383.3% | +1,189.1% | -805.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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