+15.9%
TMO vs USAR
+58.5%
-42.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | -0.3% |
| 7D | -2.5% | -9.3% | +6.9% | -2.3% |
| 30D | -0.3% | -15.2% | +14.9% | 0.0% |
| 3M | +25.3% | -21.1% | +46.4% | +25.6% |
| 6M | +20.9% | -21.6% | +42.4% | +20.9% |
| YTD | +4.3% | +34.8% | -30.5% | +3.4% |
| 1Y | +27.0% | +15.6% | +11.4% | +25.5% |
| 3Y | +17.5% | +57.7% | -40.2% | +13.9% |
| All | +15.9% | +58.5% | -42.6% | +12.4% |
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