-13.0%
USAR vs TMF
-54.3%
+41.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -30.3% | +16.3% | -46.6% | -30.8% |
| 3M | -54.7% | -2.7% | -52.0% | -54.6% |
| 6M | -67.5% | -13.2% | -54.3% | -67.5% |
| YTD | -26.4% | -16.7% | -9.7% | -26.5% |
| 1Y | -49.5% | -22.7% | -26.8% | -49.8% |
| 3Y | -14.5% | -26.1% | +11.6% | -15.4% |
| All | -13.0% | -54.3% | +41.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling