+176.6%
URI vs TMF
-87.8%
+264.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.1% |
| 7D | -12.9% | +2.7% | -15.6% | -13.1% |
| 30D | -3.4% | +19.3% | -22.7% | -4.3% |
| 3M | -10.0% | -3.7% | -6.4% | -9.9% |
| 6M | +12.2% | -11.3% | +23.5% | +12.7% |
| YTD | +29.8% | -16.6% | +46.3% | +30.7% |
| 1Y | +24.6% | -21.1% | +45.7% | +25.8% |
| 3Y | +137.6% | -26.8% | +164.4% | +138.9% |
| 5Y | +176.6% | -88.0% | +264.7% | +146.0% |
| All | +176.6% | -87.8% | +264.5% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling