+421.8%
TPR vs URI
+136.1%
+285.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.1% | +14.2% | +9.1% |
| 7D | +13.9% | -12.9% | +26.8% | +18.3% |
| 30D | +14.9% | -3.4% | +18.3% | +15.6% |
| 3M | -15.4% | -10.0% | -5.4% | -13.2% |
| 6M | -4.5% | +12.2% | -16.7% | -9.6% |
| YTD | +6.0% | +29.8% | -23.8% | -6.8% |
| 1Y | +24.3% | +24.6% | -0.3% | +11.1% |
| All | +421.8% | +136.1% | +285.7% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling