+379.4%
TTD vs URI
+1,274.1%
-894.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -5.1% |
| 7D | +6.3% | -2.0% | +8.3% | +7.2% |
| 30D | -23.9% | -12.9% | -10.9% | -19.1% |
| 3M | -31.4% | -6.7% | -24.7% | -30.3% |
| 6M | -42.7% | +19.0% | -61.7% | -49.8% |
| YTD | -62.0% | +25.5% | -87.5% | -68.0% |
| 1Y | -72.2% | +5.5% | -77.7% | -74.6% |
| 3Y | -81.9% | +111.3% | -193.3% | -88.9% |
| 5Y | -81.5% | +198.6% | -280.1% | -90.6% |
| All | +379.4% | +1,274.1% | -894.7% | +30.8% |
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