+203.4%
URI vs TRU
-33.8%
+237.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +4.1% |
| 7D | -2.0% | -6.8% | +4.8% | +0.9% |
| 30D | -12.9% | 0.0% | -13.0% | -13.3% |
| 3M | -6.7% | +13.3% | -20.0% | -13.3% |
| 6M | +19.0% | +3.4% | +15.6% | +14.3% |
| YTD | +25.5% | -6.4% | +31.9% | +25.0% |
| 1Y | +5.5% | -9.7% | +15.2% | +5.8% |
| 3Y | +111.3% | +0.1% | +111.2% | +95.5% |
| All | +203.4% | -33.8% | +237.2% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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