+462.5%
TEAM vs URA
+283.4%
+179.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.4% | -20.5% | -17.4% |
| 7D | -19.8% | -4.1% | -15.7% | -19.1% |
| 30D | -21.5% | -19.0% | -2.5% | -17.0% |
| 3M | +39.5% | -25.1% | +64.6% | +50.2% |
| 6M | +73.1% | -44.5% | +117.6% | +100.8% |
| YTD | -5.2% | -24.3% | +19.1% | -3.5% |
| 1Y | -1.6% | -28.1% | +26.6% | +1.5% |
| 3Y | -11.4% | +40.7% | -52.1% | -32.5% |
| 5Y | -65.1% | +35.5% | -100.5% | -74.1% |
| All | +462.5% | +283.4% | +179.1% | +182.7% |
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