+130.5%
URI vs TDY
+44.8%
+85.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.5% |
| 7D | +5.0% | -1.8% | +6.8% | +6.4% |
| 30D | -9.4% | -13.8% | +4.4% | +0.6% |
| 3M | -5.8% | -3.9% | -1.9% | -3.2% |
| 6M | +25.8% | -9.0% | +34.8% | +33.8% |
| YTD | +27.9% | +16.5% | +11.3% | +10.6% |
| 1Y | +9.7% | +9.3% | +0.5% | -0.4% |
| All | +130.5% | +44.8% | +85.7% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling