-29.4%
TMF vs URA
-29.3%
-0.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -9.3% | -1.5% | -7.7% | -9.1% |
| 30D | +1.9% | -10.4% | +12.3% | +3.2% |
| 3M | -11.2% | -29.6% | +18.4% | -7.2% |
| 6M | -17.7% | -40.3% | +22.6% | -13.1% |
| YTD | -24.5% | -25.5% | +1.0% | -22.1% |
| 1Y | -29.4% | -26.4% | -3.0% | -27.3% |
| All | -29.4% | -29.3% | -0.1% | -27.3% |
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