+285.8%
TEL vs URI
+1,173.3%
-887.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +4.5% | +6.7% | -2.2% | +1.7% |
| 30D | +2.9% | +8.9% | -6.0% | -0.7% |
| 3M | +1.1% | +0.5% | +0.6% | +0.7% |
| 6M | +5.0% | +20.7% | -15.7% | -3.7% |
| YTD | -3.9% | +40.0% | -43.9% | -19.3% |
| 1Y | -7.4% | +34.4% | -41.8% | -20.9% |
| 3Y | +81.0% | +149.5% | -68.5% | +13.6% |
| 5Y | +42.3% | +205.6% | -163.3% | -21.4% |
| All | +285.8% | +1,173.3% | -887.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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