-7.4%
TLT vs USAR
+74.5%
-81.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | -0.3% | -8.6% | +8.3% | -0.3% |
| 3M | -1.7% | -20.5% | +18.8% | -1.7% |
| 6M | -4.9% | +1.2% | -6.1% | -4.8% |
| YTD | -2.8% | +48.4% | -51.2% | -2.6% |
| 1Y | -4.2% | +30.6% | -34.8% | -4.0% |
| 3Y | -1.1% | +73.6% | -74.7% | -9.4% |
| All | -7.4% | +74.5% | -81.9% | -16.6% |
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