+67.3%
USAR vs TEM
+60.7%
+6.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.3% | +3.2% | -0.9% | +1.7% |
| 30D | -8.6% | +23.5% | -32.2% | -12.6% |
| 3M | -20.5% | +32.3% | -52.8% | -25.0% |
| 6M | +1.2% | +23.0% | -21.8% | -3.2% |
| YTD | +48.4% | +8.9% | +39.5% | +44.5% |
| 1Y | +30.6% | -19.9% | +50.5% | +31.0% |
| All | +67.3% | +60.7% | +6.6% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling