-80.6%
TTD vs URA
+131.0%
-211.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -6.0% | -4.2% |
| 7D | +1.7% | +8.1% | -6.4% | -1.6% |
| 30D | +1.6% | +5.8% | -4.2% | -1.3% |
| 3M | -27.8% | +3.4% | -31.3% | -30.3% |
| 6M | -52.1% | -2.6% | -49.5% | -53.9% |
| YTD | -63.1% | +11.2% | -74.2% | -68.0% |
| 1Y | -73.1% | +19.8% | -92.9% | -78.6% |
| 3Y | -83.3% | +121.5% | -204.7% | -91.9% |
| 5Y | -80.6% | +134.5% | -215.1% | -90.8% |
| All | -80.6% | +131.0% | -211.6% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling