+71.2%
UBER vs TMF
-82.6%
+153.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +6.7% | +0.6% | +6.1% | +6.7% |
| 30D | -0.5% | +16.3% | -16.8% | -0.9% |
| 3M | -5.1% | -2.7% | -2.4% | -5.1% |
| 6M | -5.7% | -13.2% | +7.5% | -5.4% |
| YTD | -12.9% | -16.7% | +3.8% | -12.6% |
| 1Y | -22.6% | -22.7% | +0.1% | -22.2% |
| 3Y | +42.2% | -26.1% | +68.3% | +42.0% |
| 5Y | +56.4% | -88.4% | +144.8% | +55.8% |
| All | +71.2% | -82.6% | +153.8% | +105.0% |
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