+340.2%
TRI vs URA
-51.6%
+391.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.0% |
| 7D | -7.5% | +4.5% | -12.0% | -8.3% |
| 30D | +3.9% | -13.4% | +17.3% | +5.9% |
| 3M | +7.2% | -28.4% | +35.6% | +12.2% |
| 6M | +27.0% | -40.5% | +67.4% | +36.1% |
| YTD | -14.0% | -24.3% | +10.2% | -13.6% |
| 1Y | -17.7% | -28.8% | +11.2% | -16.4% |
| 3Y | -10.7% | +37.6% | -48.3% | -23.8% |
| 5Y | +0.6% | +30.7% | -30.1% | -16.0% |
| 10Y | +225.3% | +266.8% | -41.5% | +92.6% |
| All | +340.2% | -51.6% | +391.8% | +294.8% |
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