+33.0%
TSM vs URI
+32.9%
+0.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.9% | -3.4% | +1.6% |
| 7D | -2.5% | -4.0% | +1.5% | -1.5% |
| 30D | -14.3% | +6.8% | -21.1% | -15.5% |
| 3M | -7.2% | -2.8% | -4.4% | -6.7% |
| 6M | -5.1% | +20.9% | -26.0% | -8.4% |
| YTD | +28.9% | +40.2% | -11.4% | +15.8% |
| All | +33.0% | +32.9% | +0.1% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling