+179.2%
URI vs TMF
-88.0%
+267.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -9.8% | +1.2% | -11.0% | -9.8% |
| 30D | +1.7% | +19.7% | -18.0% | +0.8% |
| 3M | -9.1% | -2.1% | -7.0% | -9.0% |
| 6M | +9.9% | -13.4% | +23.3% | +10.5% |
| YTD | +31.2% | -16.7% | +48.0% | +32.2% |
| 1Y | +25.9% | -23.3% | +49.3% | +27.3% |
| 3Y | +147.4% | -24.8% | +172.2% | +148.6% |
| All | +179.2% | -88.0% | +267.1% | +149.1% |
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