+1,077.0%
TTMI vs URI
+1,157.2%
-80.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +12.2% | +2.5% | +9.6% | +11.0% |
| 30D | -5.7% | -12.5% | +6.8% | +0.3% |
| 3M | -27.5% | -6.2% | -21.3% | -25.2% |
| 6M | +47.1% | +25.9% | +21.3% | +32.4% |
| YTD | +87.5% | +26.2% | +61.3% | +66.2% |
| 1Y | +175.2% | +5.5% | +169.7% | +164.6% |
| 3Y | +901.9% | +125.0% | +777.0% | +581.5% |
| 5Y | +843.5% | +210.4% | +633.1% | +439.8% |
| 10Y | +1,077.0% | +1,157.2% | -80.2% | +259.0% |
| All | +1,077.0% | +1,157.2% | -80.2% | +259.0% |
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