+125.7%
TT vs URI
+178.2%
-52.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.1% | +2.7% | -2.0% |
| 7D | -9.0% | -12.9% | +4.0% | -4.6% |
| 30D | -17.6% | -3.4% | -14.2% | -16.8% |
| 3M | -18.7% | -10.0% | -8.6% | -16.0% |
| 6M | -17.4% | +12.2% | -29.6% | -21.0% |
| YTD | +1.5% | +29.8% | -28.2% | -9.8% |
| 1Y | -9.4% | +24.6% | -34.0% | -18.3% |
| 3Y | +85.1% | +137.6% | -52.5% | +22.1% |
| 5Y | +125.7% | +176.6% | -50.9% | +31.8% |
| All | +125.7% | +178.2% | -52.5% | +31.8% |
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 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