+20,151.3%
URI vs TMF
-68.9%
+20,220.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.7% |
| 7D | -2.0% | -1.4% | -0.5% | -2.4% |
| 30D | -12.9% | -2.8% | -10.1% | -13.5% |
| 3M | -6.7% | -10.9% | +4.2% | -9.4% |
| 6M | +19.0% | -21.3% | +40.3% | +11.9% |
| YTD | +25.5% | -15.9% | +41.4% | +20.4% |
| 1Y | +5.5% | -15.7% | +21.3% | +1.3% |
| 3Y | +111.3% | -43.4% | +154.7% | +86.3% |
| 5Y | +198.6% | -87.8% | +286.3% | +62.6% |
| 10Y | +1,179.9% | -86.7% | +1,266.7% | +795.3% |
| All | +20,151.3% | -68.9% | +20,220.1% | +27,195.0% |
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