+7,716.4%
TPR vs URI
+4,282.3%
+3,434.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -2.3% | -2.0% | -0.3% | -1.7% |
| 30D | -23.0% | -12.9% | -10.0% | -19.3% |
| 3M | -12.5% | -6.7% | -5.7% | -11.0% |
| 6M | -21.4% | +19.0% | -40.4% | -27.6% |
| YTD | -3.5% | +25.5% | -29.0% | -13.4% |
| 1Y | +17.4% | +5.5% | +11.8% | +11.7% |
| 3Y | +291.3% | +111.3% | +179.9% | +185.1% |
| 5Y | +241.9% | +198.6% | +43.4% | +119.2% |
| 10Y | +322.7% | +1,179.9% | -857.2% | +65.1% |
| All | +7,716.4% | +4,282.3% | +3,434.1% | +1,197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling