-60.7%
TMF vs URA
-31.1%
-29.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.2% |
| 30D | -2.8% | +7.4% | -10.2% | -1.4% |
| 3M | -10.9% | -8.4% | -2.5% | -12.3% |
| 6M | -21.3% | -12.7% | -8.6% | -23.2% |
| YTD | -15.9% | +7.8% | -23.7% | -13.4% |
| 1Y | -15.7% | +19.5% | -35.2% | -10.4% |
| 3Y | -43.4% | +116.4% | -159.8% | -28.1% |
| 5Y | -87.8% | +134.3% | -222.0% | -83.2% |
| 10Y | -86.7% | +359.3% | -446.0% | -74.1% |
| All | -60.7% | -31.1% | -29.6% | -54.7% |
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