+430.9%
TTD vs URI
+1,465.9%
-1,035.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.5% | +1.7% |
| 7D | +20.8% | +2.4% | +18.4% | +19.6% |
| 30D | +33.8% | +8.9% | +25.0% | +28.7% |
| 3M | +17.8% | +0.8% | +17.0% | +16.6% |
| 6M | -25.7% | +23.1% | -48.9% | -34.3% |
| YTD | -57.9% | +43.1% | -101.0% | -66.8% |
| 1Y | -63.8% | +35.7% | -99.5% | -70.8% |
| 3Y | -75.0% | +158.2% | -233.2% | -86.1% |
| 5Y | -82.5% | +212.6% | -295.1% | -91.4% |
| 10Y | +527.9% | +1,210.8% | -682.9% | +62.0% |
| All | +430.9% | +1,465.9% | -1,035.0% | +35.8% |
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