+71.0%
UBER vs TRI
+78.0%
-7.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -1.8% |
| 7D | -7.0% | -8.4% | +1.4% | -3.0% |
| 30D | -8.9% | -6.5% | -2.4% | -6.2% |
| 3M | +1.0% | +18.6% | -17.6% | -9.7% |
| 6M | -3.7% | -10.4% | +6.7% | -0.6% |
| YTD | -13.0% | -23.7% | +10.7% | -1.5% |
| 1Y | -25.5% | -42.5% | +16.9% | +2.9% |
| 3Y | +50.5% | -19.3% | +69.7% | +52.1% |
| 5Y | +76.2% | -9.7% | +85.8% | +56.9% |
| All | +71.0% | +78.0% | -7.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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