+1,410.4%
TSM vs URI
+1,374.0%
+36.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | -7.6% | -9.8% | +2.2% | -4.1% |
| 30D | -20.5% | +1.7% | -22.2% | -20.9% |
| 3M | -10.0% | -9.1% | -0.9% | -7.1% |
| 6M | -10.1% | +9.9% | -19.9% | -13.2% |
| YTD | +24.5% | +31.2% | -6.7% | +10.8% |
| 1Y | +31.2% | +25.9% | +5.2% | +18.4% |
| 3Y | +322.0% | +147.4% | +174.6% | +197.6% |
| 5Y | +245.3% | +179.7% | +65.5% | +125.9% |
| All | +1,410.4% | +1,374.0% | +36.4% | +622.6% |
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