+256.1%
TPR vs URI
+166.6%
+89.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | +14.2% | -9.8% | +24.0% | +18.7% |
| 30D | +17.1% | +1.7% | +15.3% | +15.4% |
| 3M | -17.7% | -9.1% | -8.7% | -15.2% |
| 6M | -10.2% | +9.9% | -20.0% | -15.9% |
| YTD | +4.9% | +31.2% | -26.3% | -12.3% |
| 1Y | +36.1% | +25.9% | +10.2% | +16.1% |
| 3Y | +416.5% | +147.4% | +269.1% | +182.1% |
| All | +256.1% | +166.6% | +89.6% | +78.6% |
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