+203.4%
URI vs TMF
-87.5%
+290.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -2.0% | -1.4% | -0.5% | -1.9% |
| 30D | -12.9% | -2.8% | -10.1% | -12.9% |
| 3M | -6.7% | -10.9% | +4.2% | -6.3% |
| 6M | +19.0% | -21.3% | +40.3% | +20.1% |
| YTD | +25.5% | -15.9% | +41.4% | +26.3% |
| 1Y | +5.5% | -15.7% | +21.3% | +6.2% |
| 3Y | +111.3% | -43.4% | +154.7% | +112.1% |
| All | +203.4% | -87.5% | +290.9% | +171.2% |
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 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