+61.6%
USAR vs TEM
+53.2%
+8.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -2.5% |
| 7D | -4.4% | -1.1% | -3.4% | -4.3% |
| 30D | -10.4% | +11.3% | -21.7% | -12.6% |
| 3M | -18.4% | +25.5% | -43.9% | -22.3% |
| 6M | -8.8% | +17.1% | -25.9% | -12.0% |
| YTD | +43.4% | +3.8% | +39.6% | +40.9% |
| 1Y | +21.0% | -24.4% | +45.3% | +22.5% |
| All | +61.6% | +53.2% | +8.4% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling