+285.8%
TEL vs URA
+266.3%
+19.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +4.5% | -1.5% | +6.1% | +5.0% |
| 30D | +2.9% | -10.4% | +13.3% | +6.4% |
| 3M | +1.1% | -29.6% | +30.8% | +12.1% |
| 6M | +5.0% | -40.3% | +45.3% | +21.6% |
| YTD | -3.9% | -25.5% | +21.6% | +2.1% |
| 1Y | -7.4% | -26.4% | +19.0% | -1.4% |
| 3Y | +81.0% | +31.4% | +49.5% | +51.8% |
| 5Y | +42.3% | +28.6% | +13.7% | +15.1% |
| All | +285.8% | +266.3% | +19.5% | +84.4% |
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