+529.5%
TDG vs URA
+361.2%
+168.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.2% |
| 7D | -2.7% | -1.5% | -1.1% | -2.3% |
| 30D | -9.3% | -0.4% | -8.9% | -9.4% |
| 3M | -7.1% | +6.3% | -13.3% | -9.2% |
| 6M | -11.2% | -14.0% | +2.8% | -8.8% |
| YTD | -15.3% | +5.3% | -20.6% | -19.1% |
| 1Y | -12.5% | +11.7% | -24.1% | -19.5% |
| 3Y | +51.2% | +109.8% | -58.6% | +7.0% |
| 5Y | +126.1% | +108.0% | +18.2% | +51.8% |
| All | +529.5% | +361.2% | +168.2% | +157.7% |
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