+3,909.6%
TDG vs URA
-31.1%
+3,940.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -7.4% | +7.4% | -14.8% | -9.4% |
| 3M | -5.4% | -8.4% | +3.0% | -3.9% |
| 6M | -11.6% | -12.7% | +1.1% | -9.7% |
| YTD | -12.6% | +7.8% | -20.4% | -16.9% |
| 1Y | -9.3% | +19.5% | -28.8% | -17.8% |
| 3Y | +49.2% | +116.4% | -67.2% | +7.4% |
| 5Y | +132.1% | +134.3% | -2.1% | +55.2% |
| 10Y | +544.8% | +359.3% | +185.6% | +220.8% |
| All | +3,909.6% | -31.1% | +3,940.7% | +2,882.6% |
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