-19.9%
TEM vs URA
+20.2%
-40.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -2.2% |
| 7D | +3.2% | +8.1% | -4.9% | -1.1% |
| 30D | +23.5% | +5.8% | +17.7% | +20.3% |
| 3M | +32.3% | +3.4% | +28.9% | +29.8% |
| 6M | +23.0% | -2.6% | +25.6% | +24.1% |
| YTD | +8.9% | +11.2% | -2.3% | +2.8% |
| 1Y | -19.9% | +19.8% | -39.7% | -22.2% |
| All | -19.9% | +20.2% | -40.1% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling