+136.0%
TT vs URA
+32.3%
+103.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.5% | +0.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -11.8% | -14.8% | +3.0% | -8.3% |
| 3M | -11.6% | -25.3% | +13.7% | -5.4% |
| 6M | -9.3% | -39.9% | +30.6% | +1.6% |
| YTD | +8.9% | -22.4% | +31.3% | +13.3% |
| 1Y | -2.2% | -29.0% | +26.7% | +3.7% |
| 3Y | +91.9% | +41.0% | +50.9% | +64.7% |
| 5Y | +136.0% | +38.3% | +97.7% | +93.1% |
| All | +136.0% | +32.3% | +103.7% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling