+366.4%
TTMI vs URI
+166.6%
+199.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.3% |
| 7D | -19.8% | -9.8% | -10.0% | -14.9% |
| 30D | -48.1% | +1.7% | -49.9% | -48.6% |
| 3M | -51.2% | -9.1% | -42.2% | -48.7% |
| 6M | -59.6% | +9.9% | -69.5% | -61.4% |
| YTD | -3.6% | +31.2% | -34.8% | -17.9% |
| 1Y | -2.3% | +25.9% | -28.3% | -14.7% |
| 3Y | +369.4% | +147.4% | +222.0% | +184.1% |
| All | +366.4% | +166.6% | +199.9% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling