+18.3%
TMO vs URA
+107.9%
-89.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | -2.5% | -1.5% | -0.9% | -2.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.3% |
| 3M | +25.3% | +6.3% | +19.0% | +24.4% |
| 6M | +20.9% | -14.0% | +34.8% | +21.9% |
| YTD | +4.3% | +5.3% | -1.0% | +3.6% |
| 1Y | +27.0% | +11.7% | +15.4% | +24.7% |
| All | +18.3% | +107.9% | -89.6% | +6.0% |
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