+61.4%
TEL vs USAR
-18.3%
+79.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | +1.0% | -30.1% | +31.1% | +2.2% |
| 3M | +0.7% | -56.3% | +57.0% | +3.5% |
| 6M | +7.3% | -68.6% | +75.9% | +10.9% |
| YTD | -2.5% | -30.5% | +28.0% | -1.2% |
| 1Y | -10.3% | -53.5% | +43.2% | -8.7% |
| 3Y | +81.1% | -19.3% | +100.4% | +77.2% |
| All | +61.4% | -18.3% | +79.7% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling