+1,182.4%
URI vs TD
+303.3%
+879.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -6.0% | -0.7% | -5.3% | -5.3% |
| 30D | +4.6% | +7.6% | -3.0% | -2.8% |
| 3M | -2.7% | +3.0% | -5.7% | -5.9% |
| 6M | +18.4% | +16.8% | +1.5% | -0.2% |
| YTD | +37.4% | +34.3% | +3.0% | -0.2% |
| 1Y | +30.4% | +56.0% | -25.6% | -19.1% |
| 3Y | +147.9% | +132.4% | +15.6% | -1.5% |
| 5Y | +202.1% | +103.7% | +98.4% | +37.2% |
| 10Y | +1,182.4% | +299.2% | +883.3% | +230.7% |
| All | +1,182.4% | +303.3% | +879.2% | +230.7% |
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