+1,641.8%
TSM vs URI
+1,246.1%
+395.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +2.8% |
| 7D | +4.4% | +2.6% | +1.9% | +3.7% |
| 30D | -7.0% | +9.1% | -16.0% | -9.7% |
| 3M | -1.8% | +1.0% | -2.8% | -2.3% |
| 6M | +2.7% | +23.3% | -20.7% | -5.0% |
| YTD | +37.1% | +43.3% | -6.2% | +17.9% |
| 1Y | +43.5% | +35.9% | +7.5% | +25.7% |
| 3Y | +341.5% | +158.6% | +182.9% | +202.9% |
| 5Y | +278.9% | +213.1% | +65.7% | +135.2% |
| 10Y | +1,641.8% | +1,213.1% | +428.7% | +656.7% |
| All | +1,641.8% | +1,246.1% | +395.7% | +656.7% |
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