+301.7%
TD vs URA
+375.7%
-74.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.6% |
| 7D | +0.9% | +8.1% | -7.2% | -0.9% |
| 30D | -0.7% | +5.8% | -6.4% | -2.0% |
| 3M | +6.3% | +3.4% | +2.8% | +4.9% |
| 6M | +27.9% | -2.6% | +30.5% | +27.1% |
| YTD | +29.8% | +11.2% | +18.6% | +23.9% |
| 1Y | +63.7% | +19.8% | +43.8% | +51.7% |
| 3Y | +128.3% | +121.5% | +6.9% | +72.9% |
| 5Y | +125.5% | +134.5% | -8.9% | +58.9% |
| All | +301.7% | +375.7% | -74.0% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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