-79.9%
TE vs URA
+276.5%
-356.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.8% | -3.7% | -5.0% |
| 7D | -13.6% | +4.5% | -18.1% | -16.1% |
| 30D | -37.7% | -13.4% | -24.2% | -30.8% |
| 3M | -59.8% | -28.4% | -31.4% | -49.2% |
| 6M | -66.3% | -40.5% | -25.9% | -50.9% |
| YTD | -70.5% | -24.3% | -46.2% | -62.5% |
| 1Y | -48.8% | -28.8% | -20.0% | -32.4% |
| 3Y | +31.3% | +37.6% | -6.3% | +24.0% |
| 5Y | -82.0% | +30.7% | -112.7% | -84.2% |
| All | -79.9% | +276.5% | -356.4% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling