+1,094.7%
TTMI vs URA
+369.2%
+725.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.3% |
| 7D | +7.5% | +5.7% | +1.8% | +4.8% |
| 30D | -4.5% | +5.6% | -10.1% | -6.9% |
| 3M | -28.5% | +6.2% | -34.7% | -29.9% |
| 6M | +28.4% | -8.2% | +36.6% | +34.0% |
| YTD | +80.1% | +9.7% | +70.4% | +74.9% |
| 1Y | +161.0% | +17.0% | +144.0% | +147.6% |
| 3Y | +862.4% | +118.5% | +744.0% | +598.2% |
| 5Y | +812.9% | +134.3% | +678.6% | +504.2% |
| 10Y | +1,094.7% | +377.5% | +717.2% | +455.5% |
| All | +1,094.7% | +369.2% | +725.5% | +455.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling