+75.7%
TFC vs URI
+1,173.3%
-1,097.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +2.3% | +6.7% | -4.5% | -0.8% |
| 30D | +10.8% | +8.9% | +1.9% | +6.1% |
| 3M | -3.8% | +0.5% | -4.3% | -4.9% |
| 6M | +9.6% | +20.7% | -11.1% | -1.6% |
| YTD | +5.8% | +40.0% | -34.3% | -14.1% |
| 1Y | +16.2% | +34.4% | -18.2% | -3.9% |
| 3Y | +96.0% | +149.5% | -53.5% | +14.8% |
| 5Y | +1.7% | +205.6% | -203.9% | -47.5% |
| All | +75.7% | +1,173.3% | -1,097.7% | -53.1% |
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