+19,173.1%
TSM vs URI
+7,377.6%
+11,795.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.1% | -3.7% | -8.8% |
| 7D | -18.2% | -12.9% | -5.3% | -15.0% |
| 30D | -26.8% | -3.4% | -23.4% | -26.1% |
| 3M | -14.5% | -10.0% | -4.5% | -12.1% |
| 6M | -10.0% | +12.2% | -22.2% | -13.0% |
| YTD | +17.1% | +29.8% | -12.6% | +7.2% |
| 1Y | +21.5% | +24.6% | -3.1% | +12.5% |
| 3Y | +300.4% | +137.6% | +162.8% | +208.1% |
| 5Y | +224.7% | +176.6% | +48.1% | +135.2% |
| 10Y | +1,372.7% | +1,402.6% | -29.9% | +538.6% |
| All | +19,173.1% | +7,377.6% | +11,795.5% | +2,657.5% |
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