+7,042.2%
URI vs TDY
+7,137.3%
-95.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.1% |
| 30D | -12.9% | -10.7% | -2.3% | -8.2% |
| 3M | -6.7% | -1.3% | -5.4% | -6.1% |
| 6M | +19.0% | -10.6% | +29.6% | +25.0% |
| YTD | +25.5% | +19.6% | +6.0% | +14.8% |
| 1Y | +5.5% | +11.6% | -6.1% | -0.4% |
| 3Y | +111.3% | +45.2% | +66.1% | +77.4% |
| 5Y | +198.6% | +36.1% | +162.5% | +159.4% |
| 10Y | +1,179.9% | +458.8% | +721.1% | +541.0% |
| All | +7,042.2% | +7,137.3% | -95.1% | +1,802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling