+79.8%
TEL vs URA
+41.9%
+37.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -0.2% | -14.8% | +14.5% | +3.7% |
| 3M | +2.0% | -25.3% | +27.3% | +9.1% |
| 6M | +6.4% | -39.9% | +46.4% | +19.1% |
| YTD | -3.2% | -22.4% | +19.2% | +0.6% |
| 1Y | -11.2% | -29.0% | +17.8% | -5.8% |
| 3Y | +79.8% | +41.0% | +38.8% | +58.2% |
| All | +79.8% | +41.9% | +37.9% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling