+17.3%
TFC vs URA
+128.0%
-110.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | -1.3% | +7.4% | -8.7% | -2.9% |
| 3M | +6.1% | -8.4% | +14.5% | +7.2% |
| 6M | +7.3% | -12.7% | +20.1% | +9.0% |
| YTD | +8.2% | +7.8% | +0.4% | +3.9% |
| 1Y | +14.4% | +19.5% | -5.0% | +5.8% |
| 3Y | +93.7% | +116.4% | -22.7% | +47.4% |
| All | +17.3% | +128.0% | -110.7% | -14.8% |
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