+7,919.3%
TPR vs URI
+4,776.7%
+3,142.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +5.1% |
| 7D | +12.6% | -4.3% | +17.0% | +14.3% |
| 30D | +7.1% | +4.6% | +2.5% | +5.3% |
| 3M | -19.4% | -2.1% | -17.2% | -19.1% |
| 6M | -9.7% | +21.9% | -31.7% | -16.8% |
| YTD | -1.0% | +39.7% | -40.7% | -14.7% |
| 1Y | +19.3% | +32.9% | -13.6% | +4.5% |
| 3Y | +379.0% | +155.8% | +223.2% | +226.0% |
| 5Y | +239.1% | +202.4% | +36.6% | +115.5% |
| 10Y | +364.0% | +1,517.7% | -1,153.7% | +68.3% |
| All | +7,919.3% | +4,776.7% | +3,142.6% | +1,177.8% |
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 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