+527.9%
TTD vs URI
+1,246.1%
-718.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.5% | +1.6% |
| 7D | +20.8% | +2.6% | +18.2% | +19.5% |
| 30D | +33.8% | +9.1% | +24.8% | +28.5% |
| 3M | +17.8% | +1.0% | +16.9% | +16.4% |
| 6M | -25.7% | +23.3% | -49.1% | -34.6% |
| YTD | -57.9% | +43.3% | -101.2% | -67.0% |
| 1Y | -63.8% | +35.9% | -99.8% | -71.0% |
| 3Y | -75.0% | +158.6% | -233.7% | -86.3% |
| 5Y | -82.5% | +213.1% | -295.7% | -91.6% |
| 10Y | +527.9% | +1,213.1% | -685.2% | +57.0% |
| All | +527.9% | +1,246.1% | -718.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling