+295.3%
TEL vs URA
+380.3%
-85.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.3% |
| 7D | +1.2% | +5.7% | -4.5% | -0.5% |
| 30D | -4.1% | +5.6% | -9.7% | -5.9% |
| 3M | -2.6% | +6.2% | -8.8% | -4.8% |
| 6M | 0.0% | -8.2% | +8.3% | +1.1% |
| YTD | -9.1% | +9.7% | -18.7% | -14.0% |
| 1Y | -0.8% | +17.0% | -17.8% | -9.1% |
| 3Y | +67.4% | +118.5% | -51.1% | +19.5% |
| 5Y | +51.8% | +134.3% | -82.6% | -0.5% |
| All | +295.3% | +380.3% | -85.0% | +75.2% |
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 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