-83.3%
TTD vs URI
+138.8%
-222.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +5.2% | -9.8% | +15.0% | +8.3% |
| 30D | +6.9% | +1.7% | +5.2% | +6.4% |
| 3M | -26.8% | -9.1% | -17.8% | -25.1% |
| 6M | -46.1% | +9.9% | -56.0% | -48.7% |
| YTD | -65.9% | +31.2% | -97.2% | -70.5% |
| 1Y | -71.8% | +25.9% | -97.8% | -75.1% |
| 3Y | -83.3% | +147.4% | -230.7% | -87.5% |
| All | -83.3% | +138.8% | -222.1% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling