+50.7%
TEL vs URA
+131.0%
-80.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.6% |
| 7D | -1.4% | +8.1% | -9.5% | -3.4% |
| 30D | -4.9% | +5.8% | -10.6% | -6.4% |
| 3M | +0.1% | +3.4% | -3.4% | -1.2% |
| 6M | +0.4% | -2.6% | +3.0% | -0.2% |
| YTD | -8.9% | +11.2% | -20.1% | -13.3% |
| 1Y | -0.3% | +19.8% | -20.1% | -7.8% |
| 3Y | +67.6% | +121.5% | -53.8% | +26.3% |
| 5Y | +50.7% | +134.5% | -83.8% | +7.4% |
| All | +50.7% | +131.0% | -80.3% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling