+86.2%
TFC vs URI
+138.8%
-52.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +1.2% | -9.8% | +11.0% | +4.4% |
| 30D | +8.3% | +1.7% | +6.6% | +7.5% |
| 3M | -5.2% | -9.1% | +3.9% | -2.8% |
| 6M | -0.8% | +9.9% | -10.7% | -5.3% |
| YTD | +3.4% | +31.2% | -27.8% | -9.6% |
| 1Y | +17.0% | +25.9% | -8.9% | +4.0% |
| 3Y | +86.2% | +147.4% | -61.2% | +17.9% |
| All | +86.2% | +138.8% | -52.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling