+79.0%
TFC vs URI
+1,246.1%
-1,167.1%
-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% | +2.6% | -3.8% | -2.6% |
| 30D | +7.8% | +9.1% | -1.3% | +3.1% |
| 3M | -3.0% | +1.0% | -3.9% | -4.3% |
| 6M | +5.8% | +23.3% | -17.5% | -5.9% |
| YTD | +5.3% | +43.3% | -38.0% | -15.4% |
| 1Y | +15.7% | +35.9% | -20.3% | -4.8% |
| 3Y | +94.8% | +158.6% | -63.9% | +12.2% |
| 5Y | 0.0% | +213.1% | -213.1% | -48.9% |
| 10Y | +79.0% | +1,213.1% | -1,134.0% | -53.8% |
| All | +79.0% | +1,246.1% | -1,167.1% | -53.8% |
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