-18.3%
TE vs USAR
+73.6%
-91.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.3% | +9.7% | +9.9% |
| 7D | +18.2% | +2.3% | +15.9% | +17.6% |
| 30D | -13.5% | -8.6% | -4.9% | -11.8% |
| 3M | -44.6% | -20.5% | -24.1% | -41.7% |
| 6M | -24.7% | +1.2% | -25.9% | -23.6% |
| YTD | -24.3% | +48.4% | -72.7% | -25.8% |
| 1Y | +155.6% | +30.6% | +124.9% | +155.5% |
| 3Y | -18.3% | +73.6% | -91.9% | -45.9% |
| All | -18.3% | +73.6% | -91.9% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling