-7.1%
TT vs URI
+26.0%
-33.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | -2.0% | -9.8% | +7.8% | +0.1% |
| 30D | -14.0% | +1.7% | -15.8% | -14.3% |
| 3M | -15.9% | -9.1% | -6.8% | -14.3% |
| 6M | -17.3% | +9.9% | -27.2% | -18.1% |
| YTD | +4.0% | +31.2% | -27.3% | -5.7% |
| 1Y | -7.1% | +25.9% | -33.1% | -13.9% |
| All | -7.1% | +26.0% | -33.1% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling