+59.7%
TEM vs URA
+71.4%
-11.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -2.6% |
| 7D | +3.2% | +8.1% | -4.9% | -2.1% |
| 30D | +23.5% | +5.8% | +17.7% | +19.5% |
| 3M | +32.3% | +3.4% | +28.9% | +29.4% |
| 6M | +23.0% | -2.6% | +25.6% | +23.9% |
| YTD | +8.9% | +11.2% | -2.3% | -3.0% |
| 1Y | -19.9% | +19.8% | -39.7% | -35.9% |
| All | +59.7% | +71.4% | -11.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling