+256.6%
TFC vs URA
-31.1%
+287.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -1.3% | +7.4% | -8.7% | -3.6% |
| 3M | +6.1% | -8.4% | +14.5% | +7.5% |
| 6M | +7.3% | -12.7% | +20.1% | +9.4% |
| YTD | +8.2% | +7.8% | +0.4% | +2.3% |
| 1Y | +14.4% | +19.5% | -5.0% | +3.0% |
| 3Y | +93.7% | +116.4% | -22.7% | +37.5% |
| 5Y | +16.4% | +134.3% | -117.9% | -24.0% |
| 10Y | +101.6% | +359.3% | -257.7% | -4.3% |
| All | +256.6% | -31.1% | +287.7% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling