+1,135.8%
URI vs TD
+300.0%
+835.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +6.7% | +1.1% | +5.6% | +5.6% |
| 30D | +8.9% | +5.2% | +3.7% | +3.5% |
| 3M | +0.5% | +1.2% | -0.7% | -1.0% |
| 6M | +20.7% | +17.7% | +2.9% | +0.9% |
| YTD | +40.0% | +34.2% | +5.8% | +1.8% |
| 1Y | +34.4% | +55.4% | -21.0% | -16.3% |
| 3Y | +149.5% | +130.4% | +19.1% | +0.1% |
| 5Y | +205.6% | +101.8% | +103.8% | +40.3% |
| All | +1,135.8% | +300.0% | +835.8% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling