+15.9%
TMO vs USAR
+74.5%
-58.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | +1.5% | -8.6% | +10.2% | +1.6% |
| 3M | +28.5% | -20.5% | +49.0% | +28.9% |
| 6M | +20.4% | +1.2% | +19.2% | +19.8% |
| YTD | +4.3% | +48.4% | -44.1% | +3.2% |
| 1Y | +24.1% | +30.6% | -6.5% | +22.4% |
| 3Y | +17.5% | +73.6% | -56.2% | +13.7% |
| All | +15.9% | +74.5% | -58.6% | +12.2% |
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