+93.6%
TFC vs URA
+37.6%
+56.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | +0.1% | +4.5% | -4.4% | -0.5% |
| 30D | +8.6% | -13.4% | +22.1% | +10.4% |
| 3M | -4.3% | -28.4% | +24.1% | -0.7% |
| 6M | +5.4% | -40.5% | +45.9% | +12.0% |
| YTD | +4.5% | -24.3% | +28.8% | +6.0% |
| 1Y | +14.0% | -28.8% | +42.8% | +16.4% |
| All | +93.6% | +37.6% | +56.0% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling