+213.7%
TRMB vs URA
-31.1%
+244.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | +1.5% | +7.4% | -5.9% | -1.2% |
| 3M | +6.8% | -8.4% | +15.2% | +8.7% |
| 6M | -14.9% | -12.7% | -2.2% | -13.1% |
| YTD | -24.1% | +7.8% | -31.9% | -29.3% |
| 1Y | -25.4% | +19.5% | -44.8% | -34.2% |
| 3Y | +8.0% | +116.4% | -108.4% | -28.0% |
| 5Y | -37.3% | +134.3% | -171.6% | -61.5% |
| 10Y | +116.8% | +359.3% | -242.4% | -6.4% |
| All | +213.7% | -31.1% | +244.8% | +162.1% |
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