-14.8%
TEAM vs USAR
-18.7%
+3.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.8% | -27.0% | -16.3% |
| 7D | -19.8% | -14.5% | -5.3% | -19.6% |
| 30D | -21.5% | -37.8% | +16.3% | -21.0% |
| 3M | +39.5% | -52.8% | +92.3% | +40.8% |
| 6M | +73.1% | -71.2% | +144.3% | +75.5% |
| YTD | -5.2% | -30.9% | +25.7% | -4.1% |
| 1Y | -1.6% | -48.0% | +46.4% | -0.3% |
| 3Y | -11.4% | -19.7% | +8.3% | -15.7% |
| All | -14.8% | -18.7% | +3.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling