+1,598.5%
TSM vs URI
+1,189.1%
+409.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.7% |
| 7D | -2.1% | -6.0% | +3.9% | +0.2% |
| 30D | -12.5% | +4.6% | -17.1% | -13.8% |
| 3M | -5.0% | -2.7% | -2.3% | -4.3% |
| 6M | -3.2% | +18.4% | -21.6% | -9.1% |
| YTD | +31.5% | +37.4% | -5.9% | +14.7% |
| 1Y | +35.7% | +30.4% | +5.3% | +20.6% |
| 3Y | +323.5% | +147.9% | +175.6% | +194.8% |
| 5Y | +263.4% | +202.1% | +61.3% | +128.4% |
| 10Y | +1,598.5% | +1,182.4% | +416.1% | +651.9% |
| All | +1,598.5% | +1,189.1% | +409.4% | +651.9% |
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