-83.3%
TTD vs URA
+36.0%
-119.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.2% |
| 7D | +5.2% | -4.1% | +9.3% | +6.0% |
| 30D | +6.9% | -19.0% | +26.0% | +10.9% |
| 3M | -26.8% | -25.1% | -1.7% | -23.5% |
| 6M | -46.1% | -44.5% | -1.7% | -40.1% |
| YTD | -65.9% | -24.3% | -41.6% | -66.4% |
| 1Y | -71.8% | -28.1% | -43.7% | -71.8% |
| 3Y | -83.3% | +40.7% | -124.0% | -87.2% |
| All | -83.3% | +36.0% | -119.3% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling