-45.3%
TE vs USAR
-51.4%
+6.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.7% |
| 7D | -19.1% | -0.8% | -18.3% | -18.8% |
| 30D | -34.1% | -20.9% | -13.2% | -24.4% |
| 3M | -60.1% | -56.2% | -4.0% | -36.4% |
| 6M | -66.0% | -67.9% | +1.9% | -36.4% |
| YTD | -71.4% | -31.4% | -40.0% | -63.7% |
| 1Y | -45.3% | -45.1% | -0.2% | -24.6% |
| All | -45.3% | -51.4% | +6.2% | -24.6% |
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