-25.8%
TE vs URA
-32.2%
+6.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -2.3% |
| 7D | +3.8% | -10.5% | +14.3% | +18.4% |
| 30D | -26.2% | -18.6% | -7.6% | -5.2% |
| 3M | -49.7% | -23.0% | -26.7% | -30.6% |
| 6M | -46.5% | -40.3% | -6.2% | -2.1% |
| YTD | -59.1% | -23.5% | -35.7% | -48.0% |
| 1Y | -25.8% | -31.1% | +5.3% | +11.1% |
| All | -25.8% | -32.2% | +6.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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