-24.3%
TMF vs URA
-32.2%
+7.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.6% |
| 7D | +4.0% | -10.5% | +14.5% | +5.2% |
| 30D | +19.5% | -18.6% | +38.1% | +22.3% |
| 3M | -3.5% | -23.0% | +19.5% | -0.4% |
| 6M | -10.6% | -40.3% | +29.7% | -6.1% |
| YTD | -17.1% | -23.5% | +6.4% | -14.1% |
| 1Y | -24.3% | -31.1% | +6.9% | -21.2% |
| All | -24.3% | -32.2% | +7.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling