+58.8%
TMO vs URA
+35.4%
+23.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | +4.0% | -10.4% | +14.4% | +4.9% |
| 3M | +17.6% | -29.6% | +47.2% | +20.6% |
| 6M | +57.3% | -40.3% | +97.5% | +63.3% |
| YTD | +21.2% | -25.5% | +46.7% | +23.5% |
| 1Y | +21.1% | -26.4% | +47.5% | +23.5% |
| 3Y | +58.8% | +31.4% | +27.4% | +51.6% |
| All | +58.8% | +35.4% | +23.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling