+288.4%
TEL vs URA
+272.2%
+16.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.5% |
| 7D | +5.6% | +4.5% | +1.1% | +4.1% |
| 30D | +0.9% | -13.4% | +14.3% | +5.4% |
| 3M | +2.1% | -28.4% | +30.5% | +12.5% |
| 6M | +2.7% | -40.5% | +43.2% | +19.0% |
| YTD | -3.2% | -24.3% | +21.1% | +2.3% |
| 1Y | -10.6% | -28.8% | +18.2% | -3.8% |
| 3Y | +79.8% | +37.6% | +42.2% | +48.5% |
| 5Y | +43.3% | +30.7% | +12.6% | +15.3% |
| All | +288.4% | +272.2% | +16.1% | +84.8% |
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