-50.0%
TE vs URA
+445.2%
-495.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.1% |
| 7D | +15.0% | +5.7% | +9.3% | +11.2% |
| 30D | -7.5% | +5.6% | -13.1% | -10.5% |
| 3M | -42.0% | +6.2% | -48.2% | -42.7% |
| 6M | -31.4% | -8.2% | -23.2% | -26.4% |
| YTD | -26.5% | +9.7% | -36.2% | -27.6% |
| 1Y | +153.1% | +17.0% | +136.1% | +140.7% |
| 3Y | -20.7% | +118.5% | -139.2% | -44.7% |
| 5Y | -45.4% | +134.3% | -179.8% | -63.7% |
| All | -50.0% | +445.2% | -495.2% | -69.3% |
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