-72.2%
TTD vs URI
+7.3%
-79.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.4% |
| 7D | +6.3% | -2.0% | +8.3% | +6.3% |
| 30D | -23.9% | -12.9% | -10.9% | -23.9% |
| 3M | -31.4% | -6.7% | -24.7% | -31.4% |
| 6M | -42.7% | +19.0% | -61.7% | -43.1% |
| YTD | -62.0% | +25.5% | -87.5% | -62.7% |
| 1Y | -72.2% | +5.5% | -77.7% | -72.0% |
| All | -72.2% | +7.3% | -79.5% | -72.0% |
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