+52.0%
USAR vs TEM
+46.9%
+5.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.8% | -5.2% |
| 7D | -9.3% | -9.2% | -0.2% | -7.7% |
| 30D | -15.2% | +5.5% | -20.7% | -16.4% |
| 3M | -21.1% | +18.7% | -39.8% | -24.1% |
| 6M | -21.6% | +15.4% | -37.0% | -23.9% |
| YTD | +34.8% | -0.5% | +35.3% | +33.5% |
| 1Y | +15.6% | -24.8% | +40.5% | +17.8% |
| All | +52.0% | +46.9% | +5.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling