+4,100.1%
TDG vs URA
-52.4%
+4,152.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | +9.7% | -10.4% | +20.1% | +12.7% |
| 3M | -2.3% | -29.6% | +27.3% | +6.6% |
| 6M | +1.3% | -40.3% | +41.6% | +14.8% |
| YTD | -8.5% | -25.5% | +17.0% | -4.4% |
| 1Y | -8.1% | -26.4% | +18.3% | -4.0% |
| 3Y | +43.4% | +31.4% | +12.0% | +18.7% |
| 5Y | +127.8% | +28.6% | +99.2% | +83.1% |
| 10Y | +554.4% | +260.9% | +293.5% | +245.8% |
| All | +4,100.1% | -52.4% | +4,152.5% | +3,333.6% |
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