+241.0%
TFC vs URA
-51.6%
+292.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.1% |
| 7D | +1.2% | -4.1% | +5.3% | +2.3% |
| 30D | +8.3% | -19.0% | +27.3% | +14.5% |
| 3M | -5.2% | -25.1% | +20.0% | +1.9% |
| 6M | -0.8% | -44.5% | +43.7% | +14.9% |
| YTD | +3.4% | -24.3% | +27.8% | +7.3% |
| 1Y | +17.0% | -28.1% | +45.1% | +22.7% |
| 3Y | +86.2% | +40.7% | +45.5% | +49.2% |
| 5Y | -2.3% | +35.5% | -37.7% | -24.0% |
| 10Y | +93.9% | +281.2% | -187.2% | -3.9% |
| All | +241.0% | -51.6% | +292.6% | +173.6% |
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 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