+388.0%
TTMI vs URA
-51.6%
+439.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.4% | +2.5% | +4.7% |
| 7D | -19.8% | -4.1% | -15.7% | -17.7% |
| 30D | -48.1% | -19.0% | -29.1% | -41.5% |
| 3M | -51.2% | -25.1% | -26.1% | -43.0% |
| 6M | -59.6% | -44.5% | -15.1% | -45.4% |
| YTD | -3.6% | -24.3% | +20.7% | +13.2% |
| 1Y | -2.3% | -28.1% | +25.8% | +18.3% |
| 3Y | +369.4% | +40.7% | +328.7% | +306.3% |
| 5Y | +365.4% | +35.5% | +330.0% | +286.8% |
| 10Y | +413.2% | +281.2% | +132.0% | +121.8% |
| All | +388.0% | -51.6% | +439.6% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling