+240.4%
TPR vs URI
+200.7%
+39.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | -23.0% | -12.9% | -10.0% | -18.3% |
| 3M | -12.5% | -6.7% | -5.7% | -10.7% |
| 6M | -21.4% | +19.0% | -40.4% | -29.6% |
| YTD | -3.5% | +25.5% | -29.0% | -17.1% |
| 1Y | +17.4% | +5.5% | +11.8% | +9.8% |
| 3Y | +291.3% | +111.3% | +179.9% | +134.7% |
| All | +240.4% | +200.7% | +39.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling