-84.6%
TTD vs URI
+209.3%
-293.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | +20.8% | +9.3% | +11.4% | +15.8% |
| 30D | +27.1% | +7.6% | +19.5% | +22.6% |
| 3M | +14.7% | +1.0% | +13.6% | +13.2% |
| 6M | -26.8% | +19.8% | -46.7% | -35.2% |
| YTD | -59.2% | +41.9% | -101.1% | -68.9% |
| 1Y | -64.7% | +33.4% | -98.1% | -72.0% |
| 3Y | -75.8% | +156.0% | -231.9% | -88.9% |
| 5Y | -84.6% | +209.5% | -294.1% | -94.6% |
| All | -84.6% | +209.3% | -293.9% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling