+46.8%
TGT vs USAR
+73.6%
-26.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.6% | +2.3% | -3.0% | -0.7% |
| 30D | +9.5% | -8.6% | +18.2% | +9.6% |
| 3M | +32.3% | -20.5% | +52.7% | +32.5% |
| 6M | +37.0% | +1.2% | +35.8% | +36.4% |
| YTD | +71.0% | +48.4% | +22.6% | +69.3% |
| 1Y | +85.0% | +30.6% | +54.4% | +82.5% |
| 3Y | +46.8% | +73.6% | -26.8% | +44.1% |
| All | +46.8% | +73.6% | -26.8% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling