+751.1%
TEL vs URA
-31.1%
+782.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | -3.9% | +7.4% | -11.3% | -6.4% |
| 3M | -5.1% | -8.4% | +3.3% | -3.0% |
| 6M | +0.6% | -12.7% | +13.3% | +3.4% |
| YTD | -7.3% | +7.8% | -15.1% | -12.1% |
| 1Y | +1.1% | +19.5% | -18.3% | -8.6% |
| 3Y | +63.7% | +116.4% | -52.7% | +14.8% |
| 5Y | +50.7% | +134.3% | -83.6% | -3.5% |
| 10Y | +290.2% | +359.3% | -69.1% | +76.2% |
| All | +751.1% | -31.1% | +782.2% | +598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling