+741.5%
TT vs URA
+277.9%
+463.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.5% | +2.9% | +0.6% | +2.7% |
| 30D | -11.0% | -10.8% | -0.2% | -8.4% |
| 3M | -12.0% | -25.5% | +13.5% | -5.6% |
| 6M | -10.4% | -41.2% | +30.8% | +1.5% |
| YTD | +9.9% | -21.3% | +31.2% | +14.2% |
| 1Y | +1.5% | -25.7% | +27.2% | +6.7% |
| 3Y | +93.7% | +43.1% | +50.7% | +65.4% |
| 5Y | +139.2% | +35.6% | +103.7% | +100.0% |
| 10Y | +741.5% | +281.3% | +460.2% | +341.8% |
| All | +741.5% | +277.9% | +463.6% | +341.8% |
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