+23,248.4%
TSM vs URI
+7,134.6%
+16,113.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.4% |
| 7D | +2.7% | -2.0% | +4.7% | +3.3% |
| 30D | +3.6% | -12.9% | +16.5% | +7.5% |
| 3M | -3.4% | -6.7% | +3.4% | -1.7% |
| 6M | +20.6% | +19.0% | +1.6% | +13.8% |
| YTD | +41.9% | +25.5% | +16.3% | +31.1% |
| 1Y | +84.4% | +5.5% | +78.8% | +78.3% |
| 3Y | +380.2% | +111.3% | +268.9% | +280.5% |
| 5Y | +275.3% | +198.6% | +76.8% | +166.1% |
| 10Y | +1,751.4% | +1,179.9% | +571.5% | +734.6% |
| All | +23,248.4% | +7,134.6% | +16,113.8% | +3,270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling