-76.0%
TE vs URA
+276.2%
-352.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +0.6% |
| 7D | -12.6% | -4.1% | -8.5% | -9.6% |
| 30D | -36.7% | -19.0% | -17.7% | -26.6% |
| 3M | -57.5% | -25.1% | -32.3% | -47.7% |
| 6M | -55.2% | -44.5% | -10.7% | -32.3% |
| YTD | -64.7% | -24.3% | -40.4% | -55.1% |
| 1Y | -35.9% | -28.1% | -7.7% | -15.5% |
| 3Y | -31.8% | +40.7% | -72.5% | -36.7% |
| 5Y | -79.4% | +35.5% | -114.9% | -81.9% |
| All | -76.0% | +276.2% | -352.2% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling