+328.6%
TMO vs URA
+346.2%
-17.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.6% |
| 7D | -0.6% | -5.5% | +4.8% | +0.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.6% |
| 3M | +28.3% | -2.9% | +31.2% | +28.4% |
| 6M | +23.3% | -15.2% | +38.5% | +25.4% |
| YTD | +5.5% | +1.9% | +3.6% | +3.5% |
| 1Y | +24.5% | +6.9% | +17.6% | +19.9% |
| 3Y | +19.6% | +99.6% | -80.0% | -1.0% |
| 5Y | +8.1% | +101.2% | -93.0% | -13.8% |
| All | +328.6% | +346.2% | -17.6% | +154.1% |
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