-9.7%
TPR vs URI
+18.5%
-28.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.9% |
| 7D | +12.6% | -4.3% | +17.0% | +13.1% |
| 30D | +7.1% | +4.6% | +2.5% | +6.6% |
| 3M | -19.4% | -2.1% | -17.2% | -19.4% |
| 6M | -9.7% | +21.9% | -31.7% | -15.8% |
| All | -9.7% | +18.5% | -28.2% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling