+36.4%
TGT vs USAR
+68.6%
-32.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.1% |
| 7D | -3.6% | -4.4% | +0.9% | -3.5% |
| 30D | +4.4% | -10.4% | +14.8% | +4.5% |
| 3M | +25.4% | -18.4% | +43.7% | +25.5% |
| 6M | +33.4% | -8.8% | +42.2% | +33.0% |
| YTD | +65.6% | +43.4% | +22.2% | +63.9% |
| 1Y | +80.3% | +21.0% | +59.3% | +77.9% |
| 3Y | +42.1% | +67.7% | -25.6% | +36.5% |
| All | +36.4% | +68.6% | -32.2% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling