+359.4%
TFC vs URI
+7,134.6%
-6,775.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +2.4% | -2.0% | +4.4% | +2.9% |
| 30D | -1.3% | -12.9% | +11.6% | +2.5% |
| 3M | +6.1% | -6.7% | +12.8% | +7.5% |
| 6M | +7.3% | +19.0% | -11.7% | +0.6% |
| YTD | +8.2% | +25.5% | -17.3% | -0.7% |
| 1Y | +14.4% | +5.5% | +8.9% | +9.9% |
| 3Y | +93.7% | +111.3% | -17.6% | +51.4% |
| 5Y | +16.4% | +198.6% | -182.2% | -17.9% |
| 10Y | +101.6% | +1,179.9% | -1,078.4% | -4.8% |
| All | +359.4% | +7,134.6% | -6,775.2% | -2.1% |
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 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