+343.3%
TFC vs URI
+7,377.6%
-7,034.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.1% | 0.0% |
| 7D | +1.1% | -12.9% | +14.0% | +4.9% |
| 30D | +7.8% | -3.4% | +11.2% | +8.6% |
| 3M | -4.8% | -10.0% | +5.3% | -2.4% |
| 6M | +1.8% | +12.2% | -10.4% | -2.4% |
| YTD | +4.4% | +29.8% | -25.3% | -5.4% |
| 1Y | +18.0% | +24.6% | -6.6% | +8.0% |
| 3Y | +85.2% | +137.6% | -52.4% | +39.6% |
| 5Y | -1.4% | +176.6% | -178.0% | -29.2% |
| 10Y | +95.7% | +1,402.6% | -1,306.8% | -11.0% |
| All | +343.3% | +7,377.6% | -7,034.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling