-25.8%
TE vs USAR
-49.3%
+23.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.3% | -0.1% |
| 7D | +3.8% | -21.8% | +25.6% | +19.7% |
| 30D | -26.2% | -39.9% | +13.7% | -0.7% |
| 3M | -49.7% | -52.5% | +2.8% | -22.8% |
| 6M | -46.5% | -67.9% | +21.5% | +1.1% |
| YTD | -59.1% | -31.1% | -28.0% | -50.1% |
| 1Y | -25.8% | -49.8% | +24.0% | +5.0% |
| All | -25.8% | -49.3% | +23.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling