-19.7%
USAR vs TMF
-25.3%
+5.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -14.5% | +1.2% | -15.7% | -14.6% |
| 30D | -37.8% | +19.7% | -57.6% | -38.5% |
| 3M | -52.8% | -2.1% | -50.7% | -52.7% |
| 6M | -71.2% | -13.4% | -57.8% | -71.2% |
| YTD | -30.9% | -16.7% | -14.1% | -31.1% |
| 1Y | -48.0% | -23.3% | -24.7% | -48.4% |
| 3Y | -19.7% | -24.8% | +5.1% | -21.0% |
| All | -19.7% | -25.3% | +5.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling