+1,643.1%
TSM vs URI
+1,173.3%
+469.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | +6.2% | +6.7% | -0.5% | +3.8% |
| 30D | -7.3% | +8.9% | -16.1% | -9.9% |
| 3M | -7.1% | +0.5% | -7.7% | -7.4% |
| 6M | +0.2% | +20.7% | -20.4% | -6.5% |
| YTD | +32.2% | +40.0% | -7.8% | +14.6% |
| 1Y | +42.8% | +34.4% | +8.4% | +25.5% |
| 3Y | +330.4% | +149.5% | +180.9% | +198.7% |
| 5Y | +263.9% | +205.6% | +58.4% | +127.4% |
| All | +1,643.1% | +1,173.3% | +469.7% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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