+396.5%
TTMI vs URA
+266.3%
+130.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.1% |
| 7D | +11.4% | -1.5% | +12.9% | +12.6% |
| 30D | -28.3% | -10.4% | -17.9% | -23.2% |
| 3M | -46.7% | -29.6% | -17.0% | -36.0% |
| 6M | -56.1% | -40.3% | -15.8% | -43.1% |
| YTD | +7.4% | -25.5% | +32.8% | +27.1% |
| 1Y | +17.4% | -26.4% | +43.8% | +40.5% |
| 3Y | +429.1% | +31.4% | +397.7% | +391.2% |
| 5Y | +418.8% | +28.6% | +390.2% | +363.5% |
| All | +396.5% | +266.3% | +130.2% | +157.0% |
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