-84.3%
TMF vs URA
+278.3%
-362.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | +0.2% |
| 7D | +1.2% | -4.1% | +5.3% | +0.9% |
| 30D | +19.7% | -19.0% | +38.7% | +17.7% |
| 3M | -2.1% | -25.1% | +23.0% | -4.4% |
| 6M | -13.4% | -44.5% | +31.0% | -18.0% |
| YTD | -16.7% | -24.3% | +7.6% | -17.7% |
| 1Y | -23.3% | -28.1% | +4.8% | -24.7% |
| 3Y | -24.8% | +40.7% | -65.5% | -17.0% |
| 5Y | -88.0% | +35.5% | -123.5% | -86.5% |
| All | -84.3% | +278.3% | -362.6% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling