+172.6%
TTMI vs URI
+7.3%
+165.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.0% |
| 7D | +5.9% | -2.0% | +7.8% | +7.0% |
| 30D | -4.3% | -12.9% | +8.6% | +2.8% |
| 3M | -32.0% | -6.7% | -25.3% | -29.0% |
| 6M | +19.5% | +19.0% | +0.5% | +10.0% |
| YTD | +82.0% | +25.5% | +56.5% | +58.6% |
| 1Y | +172.6% | +5.5% | +167.1% | +156.4% |
| All | +172.6% | +7.3% | +165.3% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling