-19.5%
TRI vs URA
+116.4%
-136.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.8% |
| 7D | -8.4% | +5.7% | -14.1% | -8.4% |
| 30D | -6.5% | +5.6% | -12.1% | -6.6% |
| 3M | +18.6% | +6.2% | +12.4% | +18.6% |
| 6M | -10.4% | -8.2% | -2.2% | -10.1% |
| YTD | -23.7% | +9.7% | -33.4% | -25.4% |
| 1Y | -42.5% | +17.0% | -59.4% | -44.6% |
| All | -19.5% | +116.4% | -136.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling