+122.3%
T vs USAR
+74.0%
+48.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -2.0% |
| 7D | -1.3% | -2.1% | +0.8% | -1.3% |
| 30D | +11.4% | +2.6% | +8.7% | +11.4% |
| 3M | +14.3% | -35.0% | +49.3% | +14.1% |
| 6M | -9.3% | -6.9% | -2.4% | -9.1% |
| YTD | +7.1% | +48.0% | -40.9% | +7.3% |
| 1Y | -9.1% | +24.8% | -33.9% | -9.1% |
| 3Y | +105.3% | +73.2% | +32.1% | +87.7% |
| All | +122.3% | +74.0% | +48.3% | +92.2% |
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