+325.8%
TRI vs URA
-31.1%
+356.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +7.9% | +7.4% | +0.5% | +6.4% |
| 3M | +24.1% | -8.4% | +32.5% | +25.0% |
| 6M | +3.8% | -12.7% | +16.5% | +4.4% |
| YTD | -16.9% | +7.8% | -24.7% | -20.5% |
| 1Y | -38.4% | +19.5% | -57.8% | -42.9% |
| 3Y | -12.2% | +116.4% | -128.6% | -30.5% |
| 5Y | -1.8% | +134.3% | -136.1% | -27.0% |
| 10Y | +207.6% | +359.3% | -151.6% | +79.3% |
| All | +325.8% | -31.1% | +356.9% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling