+17.3%
TFC vs URI
+200.7%
-183.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +2.4% | -2.0% | +4.4% | +3.2% |
| 30D | -1.3% | -12.9% | +11.6% | +4.5% |
| 3M | +6.1% | -6.7% | +12.8% | +8.1% |
| 6M | +7.3% | +19.0% | -11.7% | -3.4% |
| YTD | +8.2% | +25.5% | -17.3% | -6.6% |
| 1Y | +14.4% | +5.5% | +8.9% | +7.1% |
| 3Y | +93.7% | +111.3% | -17.6% | +20.3% |
| All | +17.3% | +200.7% | -183.4% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling