-64.7%
TE vs USAR
-68.5%
+3.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | -0.9% |
| 7D | -22.0% | +0.8% | -22.8% | -22.6% |
| 30D | -33.6% | -30.1% | -3.6% | -9.7% |
| 3M | -61.1% | -56.3% | -4.8% | -19.8% |
| 6M | -64.7% | -68.6% | +3.8% | -6.6% |
| All | -64.7% | -68.5% | +3.8% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling