+1,186.2%
URI vs TDY
+472.2%
+714.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -0.5% | -1.9% | +1.4% | +1.0% |
| 30D | -13.4% | -12.5% | -0.9% | -3.4% |
| 3M | -6.2% | -0.8% | -5.4% | -5.8% |
| 6M | +28.0% | -9.0% | +36.9% | +36.9% |
| YTD | +23.0% | +16.8% | +6.2% | +5.6% |
| 1Y | +5.5% | +9.5% | -3.9% | -4.6% |
| 3Y | +119.2% | +45.4% | +73.8% | +54.5% |
| 5Y | +201.0% | +37.8% | +163.2% | +119.7% |
| All | +1,186.2% | +472.2% | +714.0% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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