+492.8%
TD vs URA
-31.1%
+523.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +0.4% | +7.4% | -7.0% | -1.6% |
| 3M | +7.6% | -8.4% | +16.0% | +9.2% |
| 6M | +25.0% | -12.7% | +37.7% | +27.5% |
| YTD | +31.0% | +7.8% | +23.2% | +25.4% |
| 1Y | +65.2% | +19.5% | +45.7% | +51.8% |
| 3Y | +122.5% | +116.4% | +6.1% | +65.6% |
| 5Y | +124.8% | +134.3% | -9.5% | +54.4% |
| 10Y | +298.2% | +359.3% | -61.0% | +101.9% |
| All | +492.8% | -31.1% | +523.9% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling