+329.6%
TTD vs URI
+1,336.3%
-1,006.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +5.2% | -9.8% | +15.0% | +10.2% |
| 30D | +6.9% | +1.7% | +5.2% | +5.9% |
| 3M | -26.8% | -9.1% | -17.8% | -24.2% |
| 6M | -46.1% | +9.9% | -56.0% | -49.9% |
| YTD | -65.9% | +31.2% | -97.2% | -72.1% |
| 1Y | -71.8% | +25.9% | -97.8% | -76.5% |
| 3Y | -83.3% | +147.4% | -230.7% | -90.6% |
| 5Y | -81.1% | +179.7% | -260.9% | -90.2% |
| 10Y | +441.7% | +1,419.5% | -977.9% | +43.8% |
| All | +329.6% | +1,336.3% | -1,006.8% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling