+84.7%
TFC vs URI
+1,313.6%
-1,228.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | -1.2% |
| 7D | +0.3% | -4.0% | +4.3% | +1.9% |
| 30D | +9.2% | +6.8% | +2.4% | +5.5% |
| 3M | -2.9% | -2.8% | -0.1% | -2.5% |
| 6M | +3.5% | +20.9% | -17.4% | -7.1% |
| YTD | +5.4% | +40.2% | -34.8% | -14.4% |
| 1Y | +17.3% | +34.1% | -16.8% | -2.8% |
| 3Y | +96.7% | +164.1% | -67.5% | +12.0% |
| 5Y | -1.1% | +199.3% | -200.4% | -48.4% |
| 10Y | +84.7% | +1,218.8% | -1,134.1% | -52.0% |
| All | +84.7% | +1,313.6% | -1,228.9% | -52.0% |
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