+33.4%
UBER vs TMF
-32.2%
+65.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +1.6% | -9.3% | +10.9% | +1.8% |
| 30D | +0.6% | +1.9% | -1.4% | +0.6% |
| 3M | -8.2% | -11.2% | +3.1% | -8.0% |
| 6M | -6.7% | -17.7% | +11.0% | -6.5% |
| YTD | -14.7% | -24.5% | +9.7% | -14.7% |
| 1Y | -24.1% | -29.4% | +5.4% | -24.2% |
| 3Y | +33.4% | -33.4% | +66.8% | +29.6% |
| All | +33.4% | -32.2% | +65.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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