+79.0%
TFC vs URI
+1,243.8%
-1,164.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.9% |
| 7D | -1.2% | +2.4% | -3.6% | -2.5% |
| 30D | +7.8% | +8.9% | -1.1% | +3.2% |
| 3M | -3.0% | +0.8% | -3.8% | -4.2% |
| 6M | +5.8% | +23.1% | -17.3% | -5.8% |
| YTD | +5.3% | +43.1% | -37.8% | -15.3% |
| 1Y | +15.7% | +35.7% | -20.0% | -4.7% |
| 3Y | +94.8% | +158.2% | -63.4% | +12.2% |
| 5Y | 0.0% | +212.6% | -212.5% | -48.9% |
| 10Y | +79.0% | +1,210.8% | -1,131.8% | -53.7% |
| All | +79.0% | +1,243.8% | -1,164.8% | -53.7% |
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