+205.6%
URI vs TPG
+74.1%
+131.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -2.1% | -9.4% | +7.4% | +2.6% |
| 30D | -12.4% | -5.3% | -7.2% | -10.6% |
| 3M | -7.3% | +12.9% | -20.2% | -13.7% |
| 6M | +27.2% | +20.1% | +7.1% | +12.8% |
| YTD | +23.0% | -22.5% | +45.4% | +36.6% |
| 1Y | +3.9% | -19.7% | +23.6% | +12.4% |
| 3Y | +121.6% | +81.2% | +40.4% | +51.6% |
| All | +205.6% | +74.1% | +131.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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