+120.5%
URI vs TMF
-42.2%
+162.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -2.0% | -1.4% | -0.5% | -1.8% |
| 30D | -12.9% | -2.8% | -10.1% | -12.7% |
| 3M | -6.7% | -10.9% | +4.2% | -5.7% |
| 6M | +19.0% | -21.3% | +40.3% | +21.5% |
| YTD | +25.5% | -15.9% | +41.4% | +27.4% |
| 1Y | +5.5% | -15.7% | +21.3% | +7.1% |
| All | +120.5% | -42.2% | +162.8% | +117.8% |
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