+1,315.5%
TMO vs URA
-52.4%
+1,367.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | +4.0% | -10.4% | +14.4% | +6.3% |
| 3M | +17.6% | -29.6% | +47.2% | +25.6% |
| 6M | +57.3% | -40.3% | +97.5% | +72.5% |
| YTD | +21.2% | -25.5% | +46.7% | +25.5% |
| 1Y | +21.1% | -26.4% | +47.5% | +25.4% |
| 3Y | +58.8% | +31.4% | +27.4% | +38.1% |
| 5Y | +11.8% | +28.6% | -16.8% | -5.4% |
| 10Y | +376.2% | +260.9% | +115.4% | +178.0% |
| All | +1,315.5% | -52.4% | +1,367.9% | +1,232.2% |
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