+82.2%
UBER vs TMF
-82.4%
+164.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -3.9% | -1.4% | -2.4% | -3.8% |
| 30D | +11.1% | -2.8% | +13.9% | +11.2% |
| 3M | +4.9% | -10.9% | +15.8% | +5.2% |
| 6M | -1.2% | -21.3% | +20.2% | -0.6% |
| YTD | -7.3% | -15.9% | +8.6% | -6.9% |
| 1Y | -17.6% | -15.7% | -1.9% | -17.4% |
| 3Y | +61.1% | -43.4% | +104.4% | +61.9% |
| 5Y | +87.9% | -87.8% | +175.7% | +87.0% |
| All | +82.2% | -82.4% | +164.6% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling