+369.4%
TTMI vs URA
+36.0%
+333.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.4% | +2.5% | +4.0% |
| 7D | -19.8% | -4.1% | -15.7% | -17.0% |
| 30D | -48.1% | -19.0% | -29.1% | -39.5% |
| 3M | -51.2% | -25.1% | -26.1% | -40.6% |
| 6M | -59.6% | -44.5% | -15.1% | -41.9% |
| YTD | -3.6% | -24.3% | +20.7% | +18.2% |
| 1Y | -2.3% | -28.1% | +25.8% | +23.4% |
| 3Y | +369.4% | +40.7% | +328.7% | +343.7% |
| All | +369.4% | +36.0% | +333.4% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling