-19.0%
USAR vs TD
+120.2%
-139.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | -20.9% | +5.2% | -26.1% | -23.2% |
| 3M | -56.2% | +1.2% | -57.4% | -56.3% |
| 6M | -67.9% | +17.7% | -85.6% | -70.5% |
| YTD | -31.4% | +34.2% | -65.7% | -39.7% |
| 1Y | -45.1% | +55.4% | -100.5% | -53.2% |
| 3Y | -20.3% | +130.4% | -150.7% | -35.6% |
| All | -19.0% | +120.2% | -139.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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