+210.4%
URI vs TNA
-21.0%
+231.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +2.5% | +4.1% | -1.5% | +0.9% |
| 30D | -12.5% | -7.6% | -4.9% | -9.9% |
| 3M | -6.2% | +8.1% | -14.3% | -9.5% |
| 6M | +25.9% | +49.0% | -23.1% | +4.9% |
| YTD | +26.2% | +51.7% | -25.5% | +3.5% |
| 1Y | +5.5% | +59.6% | -54.1% | -16.7% |
| 3Y | +125.0% | +118.9% | +6.1% | +40.3% |
| 5Y | +210.4% | -19.2% | +229.6% | +148.4% |
| All | +210.4% | -21.0% | +231.4% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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