+50.6%
TEL vs USAR
+68.6%
-18.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | 0.0% |
| 7D | +1.2% | -4.4% | +5.6% | +1.4% |
| 30D | -4.1% | -10.4% | +6.3% | -3.8% |
| 3M | -2.6% | -18.4% | +15.8% | -2.1% |
| 6M | 0.0% | -8.8% | +8.8% | -0.1% |
| YTD | -9.1% | +43.4% | -52.4% | -10.0% |
| 1Y | -0.8% | +21.0% | -21.8% | -1.8% |
| 3Y | +67.4% | +67.7% | -0.4% | +60.3% |
| All | +50.6% | +68.6% | -18.0% | +42.1% |
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