-78.5%
TE vs USAR
-21.7%
-56.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.6% | 0.0% | -7.4% |
| 7D | -26.9% | -9.1% | -17.8% | -25.1% |
| 30D | -38.9% | -36.9% | -2.0% | -32.2% |
| 3M | -61.0% | -58.4% | -2.6% | -52.7% |
| 6M | -66.4% | -70.6% | +4.2% | -56.5% |
| YTD | -69.0% | -33.4% | -35.6% | -63.8% |
| 1Y | -54.0% | -54.0% | 0.0% | -44.7% |
| 3Y | +38.0% | -22.7% | +60.7% | +10.1% |
| All | -78.5% | -21.7% | -56.7% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling