+14.6%
TFC vs URA
+20.2%
-5.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.3% |
| 7D | +2.2% | +8.1% | -5.9% | +1.8% |
| 30D | -2.5% | +5.8% | -8.2% | -2.9% |
| 3M | +4.5% | +3.4% | +1.1% | +4.2% |
| 6M | +11.0% | -2.6% | +13.6% | +11.0% |
| YTD | +5.9% | +11.2% | -5.3% | +5.1% |
| 1Y | +14.6% | +19.8% | -5.3% | +15.7% |
| All | +14.6% | +20.2% | -5.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling