+144.9%
TE vs USAR
+12.3%
+132.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.0% | -0.7% | -3.9% |
| 7D | +0.9% | -9.3% | +10.2% | +5.7% |
| 30D | -16.3% | -15.2% | -1.1% | -9.6% |
| 3M | -40.8% | -21.1% | -19.6% | -33.1% |
| 6M | -42.6% | -21.6% | -21.0% | -36.0% |
| YTD | -31.4% | +34.8% | -66.2% | -36.7% |
| 1Y | +144.9% | +15.6% | +129.3% | +178.7% |
| All | +144.9% | +12.3% | +132.6% | +178.7% |
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