-2.3%
TT vs URI
+32.9%
-35.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.9% | -2.2% | +3.1% |
| 7D | +1.7% | -4.0% | +5.8% | +2.5% |
| 30D | -11.8% | +6.8% | -18.6% | -13.1% |
| 3M | -12.6% | -2.8% | -9.8% | -12.3% |
| 6M | -9.4% | +20.9% | -30.2% | -11.9% |
| YTD | +8.8% | +40.2% | -31.4% | -2.7% |
| All | -2.3% | +32.9% | -35.2% | -10.3% |
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