+911.5%
TT vs URI
+1,179.9%
-268.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | -7.2% | -12.9% | +5.8% | -2.5% |
| 3M | -3.0% | -6.7% | +3.8% | -0.7% |
| 6M | +1.4% | +19.0% | -17.6% | -6.1% |
| YTD | +15.9% | +25.5% | -9.6% | +3.8% |
| 1Y | +9.4% | +5.5% | +3.9% | +4.2% |
| 3Y | +124.4% | +111.3% | +13.1% | +57.9% |
| 5Y | +138.0% | +198.6% | -60.5% | +41.7% |
| All | +911.5% | +1,179.9% | -268.4% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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