+69.4%
USAR vs TDY
+44.6%
+24.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.4% |
| 7D | -4.4% | -1.8% | -2.6% | -3.3% |
| 30D | -10.4% | -13.8% | +3.4% | -1.6% |
| 3M | -18.4% | -3.9% | -14.5% | -15.5% |
| 6M | -8.8% | -9.0% | +0.2% | -2.4% |
| YTD | +43.4% | +16.5% | +26.8% | +43.6% |
| 1Y | +21.0% | +9.3% | +11.7% | +22.1% |
| 3Y | +67.7% | +45.1% | +22.6% | +74.6% |
| All | +69.4% | +44.6% | +24.8% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling