+191.1%
TRI vs URA
+346.2%
-155.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.1% |
| 7D | -7.9% | -5.5% | -2.4% | -7.3% |
| 30D | -4.5% | -3.7% | -0.8% | -4.3% |
| 3M | +22.1% | -2.9% | +25.0% | +22.0% |
| 6M | -2.8% | -15.2% | +12.5% | -1.9% |
| YTD | -23.4% | +1.9% | -25.3% | -25.6% |
| 1Y | -41.5% | +6.9% | -48.5% | -44.1% |
| 3Y | -19.2% | +99.6% | -118.8% | -32.6% |
| 5Y | -9.4% | +101.2% | -110.6% | -27.0% |
| All | +191.1% | +346.2% | -155.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling