-51.7%
TE vs URA
-26.7%
-25.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.2% |
| 7D | -22.0% | +2.9% | -24.9% | -24.3% |
| 30D | -33.6% | -10.8% | -22.8% | -23.4% |
| 3M | -61.1% | -25.5% | -35.5% | -44.5% |
| 6M | -64.7% | -41.2% | -23.5% | -35.4% |
| YTD | -68.1% | -21.3% | -46.8% | -59.8% |
| 1Y | -51.7% | -25.7% | -26.0% | -34.2% |
| All | -51.7% | -26.7% | -25.0% | -34.2% |
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