+164.1%
URI vs TSLQ
-96.8%
+260.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -11.1% | +18.0% | +5.8% |
| 7D | -4.0% | +8.5% | -12.5% | -2.7% |
| 30D | +6.8% | -4.8% | +11.6% | +7.1% |
| 3M | -2.8% | -34.9% | +32.1% | -5.4% |
| 6M | +20.9% | -10.6% | +31.5% | +23.1% |
| YTD | +40.2% | -13.4% | +53.6% | +44.2% |
| 1Y | +34.1% | -25.9% | +60.0% | +36.4% |
| 3Y | +164.1% | -96.9% | +261.1% | +123.6% |
| All | +164.1% | -96.8% | +260.9% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling