+202.1%
URI vs TNA
-44.5%
+246.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | -6.0% | -0.5% | -5.5% | -6.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | -2.7% | -21.5% | +18.8% | +6.1% |
| 6M | +18.4% | -11.2% | +29.6% | +21.6% |
| YTD | +37.4% | +27.0% | +10.4% | +20.2% |
| 1Y | +30.4% | +28.0% | +2.3% | +13.0% |
| 3Y | +147.9% | +142.9% | +5.0% | +48.0% |
| 5Y | +202.1% | -42.6% | +244.6% | +171.5% |
| All | +202.1% | -44.5% | +246.6% | +171.5% |
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