+248.1%
URI vs TPG
+78.3%
+169.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +6.7% | +5.0% | +1.7% | +4.3% |
| 30D | +8.9% | +15.7% | -6.8% | +1.3% |
| 3M | +0.5% | -10.6% | +11.1% | +5.5% |
| 6M | +20.7% | +15.9% | +4.7% | +10.2% |
| YTD | +40.0% | -20.6% | +60.7% | +53.3% |
| 1Y | +34.4% | -11.8% | +46.2% | +38.4% |
| 3Y | +149.5% | +71.6% | +77.9% | +75.0% |
| All | +248.1% | +78.3% | +169.7% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling