+100.1%
TEM vs URA
+19.7%
+80.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.6% |
| 30D | +13.5% | -14.8% | +28.3% | +26.7% |
| 3M | +46.3% | -25.3% | +71.6% | +77.7% |
| 6M | +61.5% | -39.9% | +101.5% | +124.0% |
| YTD | +36.4% | -22.4% | +58.8% | +53.8% |
| 1Y | +12.2% | -29.0% | +41.2% | +34.1% |
| All | +100.1% | +19.7% | +80.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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