+34.9%
TGT vs USAR
+53.8%
-18.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.1% |
| 7D | -5.2% | -11.6% | +6.4% | -5.1% |
| 30D | +1.2% | -15.5% | +16.7% | +1.4% |
| 3M | +18.4% | -31.0% | +49.4% | +18.8% |
| 6M | +33.4% | -26.2% | +59.7% | +33.4% |
| YTD | +63.8% | +30.8% | +33.1% | +62.3% |
| 1Y | +77.2% | +7.1% | +70.1% | +75.1% |
| 3Y | +41.8% | +53.0% | -11.2% | +36.3% |
| All | +34.9% | +53.8% | -18.8% | +27.2% |
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