+500.7%
TD vs URA
-51.6%
+552.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.7% |
| 7D | -1.7% | -4.1% | +2.4% | -0.7% |
| 30D | +8.2% | -19.0% | +27.2% | +13.8% |
| 3M | +1.7% | -25.1% | +26.8% | +8.7% |
| 6M | +14.2% | -44.5% | +58.7% | +30.6% |
| YTD | +32.8% | -24.3% | +57.1% | +38.2% |
| 1Y | +55.5% | -28.1% | +83.6% | +63.4% |
| 3Y | +129.6% | +40.7% | +89.0% | +90.7% |
| 5Y | +102.2% | +35.5% | +66.7% | +62.9% |
| 10Y | +306.3% | +281.2% | +25.1% | +112.8% |
| All | +500.7% | -51.6% | +552.3% | +405.6% |
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