-21.2%
USAR vs TMF
-31.3%
+10.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.1% | -2.1% |
| 7D | +8.8% | -8.2% | +16.9% | +9.3% |
| 30D | -28.5% | +5.3% | -33.8% | -28.7% |
| 3M | -56.2% | -8.5% | -47.7% | -55.9% |
| 6M | -68.4% | -17.2% | -51.2% | -68.2% |
| YTD | -32.2% | -23.4% | -8.8% | -32.1% |
| 1Y | -52.3% | -30.2% | -22.1% | -52.5% |
| All | -21.2% | -31.3% | +10.1% | -22.0% |
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