-52.3%
USAR vs TLN
+3.1%
-55.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.5% |
| 7D | +8.8% | +22.3% | -13.5% | -1.8% |
| 30D | -28.5% | +1.2% | -29.6% | -29.1% |
| 3M | -56.2% | +5.9% | -62.1% | -57.8% |
| 6M | -68.4% | +3.2% | -71.6% | -69.5% |
| YTD | -32.2% | +3.2% | -35.3% | -38.3% |
| 1Y | -52.3% | +5.2% | -57.5% | -56.9% |
| All | -52.3% | +3.1% | -55.4% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling