-17.6%
TEAM vs USAR
-21.7%
+4.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -4.0% |
| 7D | -22.2% | -9.1% | -13.1% | -22.1% |
| 30D | -28.1% | -36.9% | +8.8% | -27.7% |
| 3M | -2.2% | -58.4% | +56.3% | -1.1% |
| 6M | +62.2% | -70.6% | +132.9% | +64.5% |
| YTD | -8.4% | -33.4% | +25.1% | -7.2% |
| 1Y | -6.6% | -54.0% | +47.4% | -5.4% |
| 3Y | -15.7% | -22.7% | +6.9% | -19.8% |
| All | -17.6% | -21.7% | +4.1% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling