+0.8%
TFC vs URA
+25.6%
-24.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +2.3% | -1.5% | +3.8% | +2.5% |
| 30D | +10.8% | -10.4% | +21.2% | +13.0% |
| 3M | -3.8% | -29.6% | +25.9% | +2.5% |
| 6M | +9.6% | -40.3% | +49.9% | +20.1% |
| YTD | +5.8% | -25.5% | +31.3% | +8.5% |
| 1Y | +16.2% | -26.4% | +42.6% | +19.1% |
| 3Y | +96.0% | +31.4% | +64.5% | +62.4% |
| All | +0.8% | +25.6% | -24.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling