-61.1%
TMF vs URA
-53.7%
-7.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | -0.4% |
| 7D | +2.7% | -13.3% | +16.0% | +0.1% |
| 30D | +19.3% | -25.9% | +45.2% | +13.0% |
| 3M | -3.7% | -27.8% | +24.1% | -9.2% |
| 6M | -11.3% | -42.8% | +31.5% | -20.1% |
| YTD | -16.6% | -27.5% | +10.9% | -20.2% |
| 1Y | -21.1% | -35.1% | +14.0% | -26.2% |
| 3Y | -26.8% | +31.1% | -57.9% | -16.3% |
| 5Y | -88.0% | +29.8% | -117.8% | -85.9% |
| 10Y | -84.7% | +265.1% | -349.8% | -70.2% |
| All | -61.1% | -53.7% | -7.4% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling