+477.4%
TTMI vs URA
-49.7%
+527.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.2% |
| 7D | +7.2% | +2.9% | +4.4% | +6.5% |
| 30D | -28.7% | -10.8% | -17.9% | -23.2% |
| 3M | -39.8% | -25.5% | -14.3% | -29.3% |
| 6M | -51.7% | -41.2% | -10.5% | -36.3% |
| YTD | +14.1% | -21.3% | +35.3% | +31.8% |
| 1Y | +16.0% | -25.7% | +41.7% | +38.6% |
| 3Y | +452.7% | +43.1% | +409.6% | +375.5% |
| 5Y | +451.5% | +35.6% | +415.9% | +360.2% |
| 10Y | +443.1% | +281.3% | +161.8% | +135.8% |
| All | +477.4% | -49.7% | +527.1% | +591.5% |
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 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