-8.1%
TLT vs USAR
-18.3%
+10.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | 0.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | +4.1% | -30.1% | +34.2% | +4.2% |
| 3M | -0.4% | -56.3% | +55.9% | -0.2% |
| 6M | -3.2% | -68.6% | +65.4% | -3.0% |
| YTD | -3.5% | -30.5% | +27.0% | -3.2% |
| 1Y | -5.8% | -53.5% | +47.7% | -5.5% |
| 3Y | +4.6% | -19.3% | +23.9% | -3.6% |
| All | -8.1% | -18.3% | +10.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling