-4.6%
TLT vs USAR
-50.4%
+45.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | 0.0% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +5.1% | -30.3% | +35.4% | +5.6% |
| 3M | -0.2% | -54.7% | +54.5% | +0.9% |
| 6M | -2.9% | -67.5% | +64.6% | -1.7% |
| YTD | -2.7% | -26.4% | +23.7% | -2.0% |
| All | -4.6% | -50.4% | +45.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling