+16.2%
TFC vs URA
-30.3%
+46.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +9.0% | -14.8% | +23.8% | +10.2% |
| 3M | -2.1% | -25.3% | +23.2% | -0.3% |
| 6M | +3.4% | -39.9% | +43.3% | +7.6% |
| YTD | +5.3% | -22.4% | +27.7% | +5.8% |
| 1Y | +16.2% | -29.0% | +45.1% | +17.6% |
| All | +16.2% | -30.3% | +46.5% | +17.6% |
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 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