+821.5%
TTMI vs URA
-31.1%
+852.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.1% | +8.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.3% |
| 30D | -4.3% | +7.4% | -11.7% | -7.6% |
| 3M | -32.0% | -8.4% | -23.7% | -28.6% |
| 6M | +19.5% | -12.7% | +32.2% | +28.4% |
| YTD | +82.0% | +7.8% | +74.2% | +77.3% |
| 1Y | +172.6% | +19.5% | +153.2% | +153.9% |
| 3Y | +744.7% | +116.4% | +628.2% | +482.5% |
| 5Y | +805.6% | +134.3% | +671.3% | +456.5% |
| 10Y | +1,057.6% | +359.3% | +698.4% | +352.7% |
| All | +821.5% | -31.1% | +852.6% | +830.1% |
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