+396.5%
TTMI vs URI
+1,173.3%
-776.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | +11.4% | +6.7% | +4.7% | +8.5% |
| 30D | -28.3% | +8.9% | -37.2% | -30.9% |
| 3M | -46.7% | +0.5% | -47.2% | -46.6% |
| 6M | -56.1% | +20.7% | -76.8% | -59.5% |
| YTD | +7.4% | +40.0% | -32.7% | -9.2% |
| 1Y | +17.4% | +34.4% | -17.0% | +1.5% |
| 3Y | +429.1% | +149.5% | +279.7% | +242.0% |
| 5Y | +418.8% | +205.6% | +213.2% | +196.7% |
| All | +396.5% | +1,173.3% | -776.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling