+129.6%
TD vs URA
+36.0%
+93.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.1% |
| 7D | -1.7% | -4.1% | +2.4% | -1.2% |
| 30D | +8.2% | -19.0% | +27.2% | +10.7% |
| 3M | +1.7% | -25.1% | +26.8% | +4.8% |
| 6M | +14.2% | -44.5% | +58.7% | +21.2% |
| YTD | +32.8% | -24.3% | +57.1% | +35.9% |
| 1Y | +55.5% | -28.1% | +83.6% | +59.7% |
| 3Y | +129.6% | +40.7% | +89.0% | +115.5% |
| All | +129.6% | +36.0% | +93.7% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling