+73.5%
TFC vs URI
+1,189.9%
-1,116.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +0.1% | +9.3% | -9.2% | -4.0% |
| 30D | +8.6% | +7.6% | +1.1% | +4.6% |
| 3M | -4.3% | +1.0% | -5.4% | -5.7% |
| 6M | +5.4% | +19.8% | -14.4% | -5.0% |
| YTD | +4.5% | +41.9% | -37.3% | -15.6% |
| 1Y | +14.0% | +33.4% | -19.4% | -5.3% |
| 3Y | +93.4% | +156.0% | -62.7% | +11.9% |
| 5Y | +0.5% | +209.5% | -209.1% | -48.4% |
| All | +73.5% | +1,189.9% | -1,116.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling