-53.2%
TE vs URA
+435.8%
-489.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -4.0% | +1.1% | -5.0% | -4.5% |
| 30D | -15.9% | +7.4% | -23.3% | -19.5% |
| 3M | -60.5% | -8.4% | -52.2% | -57.1% |
| 6M | -35.2% | -12.7% | -22.5% | -28.4% |
| YTD | -31.1% | +7.8% | -38.9% | -31.5% |
| 1Y | +148.6% | +19.5% | +129.2% | +134.0% |
| 3Y | -26.4% | +116.4% | -142.8% | -48.4% |
| 5Y | -48.0% | +134.3% | -182.3% | -65.1% |
| All | -53.2% | +435.8% | -489.0% | -71.0% |
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