+558.1%
TTD vs URA
+289.1%
+269.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | +2.5% | +16.8% | +18.2% |
| 7D | +19.9% | +0.3% | +19.6% | +19.8% |
| 30D | +27.6% | -14.8% | +42.4% | +36.7% |
| 3M | +15.2% | -25.3% | +40.5% | +29.3% |
| 6M | -33.2% | -39.9% | +6.7% | -19.2% |
| YTD | -59.4% | -22.4% | -37.0% | -58.9% |
| 1Y | -64.4% | -29.0% | -35.4% | -62.5% |
| 3Y | -75.9% | +41.0% | -116.9% | -84.2% |
| 5Y | -82.6% | +38.3% | -120.9% | -88.9% |
| 10Y | +558.1% | +276.1% | +282.1% | +193.4% |
| All | +558.1% | +289.1% | +269.1% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling