-8.5%
TLT vs USAR
-21.7%
+13.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -1.3% |
| 7D | -0.3% | -9.1% | +8.8% | -0.3% |
| 30D | +3.7% | -36.9% | +40.7% | +3.8% |
| 3M | -0.7% | -58.4% | +57.7% | -0.5% |
| 6M | -4.2% | -70.6% | +66.4% | -4.0% |
| YTD | -4.0% | -33.4% | +29.5% | -3.6% |
| 1Y | -5.8% | -54.0% | +48.2% | -5.5% |
| 3Y | +4.1% | -22.7% | +26.8% | -4.0% |
| All | -8.5% | -21.7% | +13.2% | -17.5% |
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