+558.1%
TTD vs URI
+1,189.1%
-630.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.3% | +4.3% |
| 7D | +19.9% | -6.0% | +25.9% | +23.5% |
| 30D | +27.6% | +4.6% | +23.1% | +25.0% |
| 3M | +15.2% | -2.7% | +17.9% | +15.8% |
| 6M | -33.2% | +18.4% | -51.6% | -40.0% |
| YTD | -59.4% | +37.4% | -96.7% | -67.6% |
| 1Y | -64.4% | +30.4% | -94.7% | -70.8% |
| 3Y | -75.9% | +147.9% | -223.8% | -86.6% |
| 5Y | -82.6% | +202.1% | -284.7% | -91.4% |
| 10Y | +558.1% | +1,182.4% | -624.3% | +58.6% |
| All | +558.1% | +1,189.1% | -630.9% | +58.6% |
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