+34.6%
TPR vs URI
+30.7%
+4.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.1% |
| 7D | +12.1% | -6.0% | +18.0% | +12.8% |
| 30D | +16.7% | +4.6% | +12.1% | +15.6% |
| 3M | -17.4% | -2.7% | -14.7% | -17.3% |
| 6M | +2.3% | +18.4% | -16.1% | -1.4% |
| YTD | +7.1% | +37.4% | -30.2% | -2.4% |
| All | +34.6% | +30.7% | +4.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling