+736.3%
TT vs URA
+266.3%
+470.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +4.0% | -1.5% | +5.6% | +4.4% |
| 30D | -11.3% | -10.4% | -0.9% | -8.8% |
| 3M | -12.3% | -29.6% | +17.3% | -4.5% |
| 6M | -10.8% | -40.3% | +29.4% | +0.6% |
| YTD | +8.2% | -25.5% | +33.6% | +13.9% |
| 1Y | +1.5% | -26.4% | +27.9% | +7.0% |
| 3Y | +91.5% | +31.4% | +60.0% | +67.1% |
| 5Y | +130.2% | +28.6% | +101.6% | +95.1% |
| All | +736.3% | +266.3% | +470.0% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling