+54.5%
USAR vs TDY
+46.7%
+7.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.8% |
| 7D | -11.6% | -1.1% | -10.5% | -11.0% |
| 30D | -15.5% | -12.0% | -3.4% | -8.4% |
| 3M | -31.0% | -3.2% | -27.8% | -29.1% |
| 6M | -26.2% | -7.9% | -18.4% | -21.8% |
| YTD | +30.8% | +18.2% | +12.5% | +29.8% |
| 1Y | +7.1% | +6.7% | +0.4% | +6.9% |
| 3Y | +53.0% | +47.5% | +5.5% | +57.8% |
| All | +54.5% | +46.7% | +7.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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