+50.8%
TEL vs USAR
+74.5%
-23.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -1.4% | +2.3% | -3.8% | -1.5% |
| 30D | -4.9% | -8.6% | +3.8% | -4.6% |
| 3M | +0.1% | -20.5% | +20.6% | +0.6% |
| 6M | +0.4% | +1.2% | -0.8% | 0.0% |
| YTD | -8.9% | +48.4% | -57.3% | -10.0% |
| 1Y | -0.3% | +30.6% | -30.9% | -1.4% |
| 3Y | +67.6% | +73.6% | -6.0% | +60.4% |
| All | +50.8% | +74.5% | -23.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling