+273.1%
TSM vs URI
+200.7%
+72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.2% |
| 7D | +2.7% | -2.0% | +4.7% | +3.5% |
| 30D | +3.6% | -12.9% | +16.5% | +9.1% |
| 3M | -3.4% | -6.7% | +3.4% | -1.1% |
| 6M | +20.6% | +19.0% | +1.6% | +10.9% |
| YTD | +41.9% | +25.5% | +16.3% | +26.1% |
| 1Y | +84.4% | +5.5% | +78.8% | +75.9% |
| 3Y | +380.2% | +111.3% | +268.9% | +233.7% |
| All | +273.1% | +200.7% | +72.5% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling