+203.4%
URI vs TD
+124.9%
+78.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.3% |
| 30D | -12.9% | +0.4% | -13.3% | -13.4% |
| 3M | -6.7% | +7.6% | -14.4% | -12.8% |
| 6M | +19.0% | +25.0% | -6.0% | -2.1% |
| YTD | +25.5% | +31.0% | -5.5% | -1.1% |
| 1Y | +5.5% | +65.2% | -59.6% | -32.3% |
| 3Y | +111.3% | +122.5% | -11.2% | +2.2% |
| All | +203.4% | +124.9% | +78.5% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling