+74.9%
USAR vs TLN
+510.8%
-435.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.2% | -1.2% |
| 7D | -2.1% | +7.1% | -9.2% | -3.4% |
| 30D | +2.6% | -3.9% | +6.5% | +3.4% |
| 3M | -35.0% | -16.2% | -18.9% | -32.9% |
| 6M | -6.9% | -5.8% | -1.1% | -5.0% |
| YTD | +48.0% | -15.4% | +63.4% | +51.1% |
| 1Y | +24.8% | -16.7% | +41.5% | +28.1% |
| 3Y | +73.2% | +473.8% | -400.5% | +75.3% |
| All | +74.9% | +510.8% | -435.9% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling