+73.0%
USAR vs TMF
-42.2%
+115.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | +2.6% | -2.8% | +5.5% | +2.7% |
| 3M | -35.0% | -10.9% | -24.1% | -34.9% |
| 6M | -6.9% | -21.3% | +14.4% | -7.5% |
| YTD | +48.0% | -15.9% | +63.9% | +47.7% |
| 1Y | +24.8% | -15.7% | +40.5% | +24.6% |
| All | +73.0% | -42.2% | +115.2% | +71.0% |
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