+443.1%
TTMI vs URI
+4,836.5%
-4,393.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.2% |
| 7D | +5.9% | -2.0% | +7.8% | +6.7% |
| 30D | -4.3% | -12.9% | +8.6% | +1.3% |
| 3M | -32.0% | -6.7% | -25.3% | -30.0% |
| 6M | +19.5% | +19.0% | +0.5% | +11.4% |
| YTD | +82.0% | +25.5% | +56.5% | +64.0% |
| 1Y | +172.6% | +5.5% | +167.1% | +163.5% |
| 3Y | +744.7% | +111.3% | +633.3% | +513.3% |
| 5Y | +805.6% | +198.6% | +607.0% | +456.7% |
| 10Y | +1,057.6% | +1,179.9% | -122.3% | +261.6% |
| All | +443.1% | +4,836.5% | -4,393.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling