-41.3%
TE vs URA
+131.0%
-172.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.1% | +6.9% | +7.6% |
| 7D | +18.2% | +8.1% | +10.1% | +11.6% |
| 30D | -13.5% | +5.8% | -19.3% | -17.0% |
| 3M | -44.6% | +3.4% | -48.0% | -44.5% |
| 6M | -24.7% | -2.6% | -22.1% | -21.9% |
| YTD | -24.3% | +11.2% | -35.4% | -27.4% |
| 1Y | +155.6% | +19.8% | +135.7% | +131.1% |
| 3Y | -18.3% | +121.5% | -139.7% | -51.7% |
| 5Y | -41.3% | +134.5% | -175.8% | -67.5% |
| All | -41.3% | +131.0% | -172.3% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling