+2,152.9%
TT vs URA
-31.1%
+2,184.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -7.4% | +7.4% | -14.8% | -9.5% |
| 3M | -3.2% | -8.4% | +5.2% | -1.4% |
| 6M | +1.1% | -12.7% | +13.8% | +3.9% |
| YTD | +15.6% | +7.8% | +7.8% | +10.2% |
| 1Y | +9.2% | +19.5% | -10.3% | -0.5% |
| 3Y | +124.4% | +116.4% | +8.0% | +63.6% |
| 5Y | +138.0% | +134.3% | +3.7% | +58.5% |
| 10Y | +886.4% | +359.3% | +527.1% | +367.1% |
| All | +2,152.9% | -31.1% | +2,184.0% | +1,845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling