+55.9%
TEL vs USAR
+53.8%
+2.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.7% |
| 7D | +1.6% | -11.6% | +13.2% | +2.0% |
| 30D | -0.7% | -15.5% | +14.8% | -0.2% |
| 3M | +2.4% | -31.0% | +33.5% | +3.4% |
| 6M | +4.1% | -26.2% | +30.3% | +4.5% |
| YTD | -5.8% | +30.8% | -36.6% | -6.5% |
| 1Y | +0.9% | +7.1% | -6.2% | +0.2% |
| 3Y | +72.6% | +53.0% | +19.6% | +65.8% |
| All | +55.9% | +53.8% | +2.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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