+1,135.8%
URI vs TSN
+14.5%
+1,121.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | +6.7% | -1.4% | +8.2% | +7.4% |
| 30D | +8.9% | +8.5% | +0.4% | +4.9% |
| 3M | +0.5% | +5.3% | -4.8% | -2.1% |
| 6M | +20.7% | -10.5% | +31.2% | +25.0% |
| YTD | +40.0% | +3.0% | +37.1% | +35.2% |
| 1Y | +34.4% | +12.1% | +22.3% | +24.6% |
| 3Y | +149.5% | +43.1% | +106.4% | +99.3% |
| 5Y | +205.6% | -15.1% | +220.7% | +211.7% |
| All | +1,135.8% | +14.5% | +1,121.4% | +935.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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