-72.2%
TTD vs URA
+17.2%
-89.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.3% |
| 7D | +6.3% | +1.1% | +5.3% | +6.4% |
| 30D | -23.9% | +7.4% | -31.3% | -23.5% |
| 3M | -31.4% | -8.4% | -23.0% | -31.0% |
| 6M | -42.7% | -12.7% | -30.0% | -42.4% |
| YTD | -62.0% | +7.8% | -69.8% | -62.3% |
| 1Y | -72.2% | +19.5% | -91.7% | -73.5% |
| All | -72.2% | +17.2% | -89.5% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling