-18.3%
USAR vs TLN
+552.4%
-570.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.1% | +3.8% | +9.3% |
| 7D | -14.5% | -1.3% | -13.2% | -14.2% |
| 30D | -37.8% | -10.5% | -27.3% | -36.4% |
| 3M | -52.8% | +0.1% | -52.9% | -52.8% |
| 6M | -71.2% | -17.4% | -53.8% | -70.5% |
| YTD | -30.9% | -9.7% | -21.2% | -30.3% |
| 1Y | -48.0% | -12.3% | -35.8% | -47.4% |
| 3Y | -19.7% | +528.3% | -548.0% | -19.6% |
| All | -18.3% | +552.4% | -570.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling