+20,831.5%
URI vs TMF
-69.1%
+20,900.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.0% |
| 7D | -12.9% | +2.7% | -15.6% | -12.3% |
| 30D | -3.4% | +19.3% | -22.7% | +1.1% |
| 3M | -10.0% | -3.7% | -6.4% | -10.8% |
| 6M | +12.2% | -11.3% | +23.5% | +8.9% |
| YTD | +29.8% | -16.6% | +46.3% | +24.2% |
| 1Y | +24.6% | -21.1% | +45.7% | +17.5% |
| 3Y | +137.6% | -26.8% | +164.4% | +126.5% |
| 5Y | +176.6% | -88.0% | +264.7% | +48.8% |
| 10Y | +1,402.6% | -84.7% | +1,487.3% | +1,012.6% |
| All | +20,831.5% | -69.1% | +20,900.6% | +28,060.0% |
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