+734.7%
TT vs URA
+289.1%
+445.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -11.8% | -14.8% | +3.0% | -8.1% |
| 3M | -11.6% | -25.3% | +13.7% | -5.1% |
| 6M | -9.3% | -39.9% | +30.6% | +2.2% |
| YTD | +8.9% | -22.4% | +31.3% | +13.6% |
| 1Y | -2.2% | -29.0% | +26.7% | +4.0% |
| 3Y | +91.9% | +41.0% | +50.9% | +64.5% |
| 5Y | +136.0% | +38.3% | +97.7% | +96.2% |
| 10Y | +734.7% | +276.1% | +458.7% | +341.6% |
| All | +734.7% | +289.1% | +445.7% | +341.6% |
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