-19.0%
USAR vs TMF
-58.6%
+39.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -0.8% | -9.3% | +8.5% | -0.3% |
| 30D | -20.9% | +1.9% | -22.9% | -21.0% |
| 3M | -56.2% | -11.2% | -44.9% | -55.9% |
| 6M | -67.9% | -17.7% | -50.2% | -67.7% |
| YTD | -31.4% | -24.5% | -7.0% | -31.2% |
| 1Y | -45.1% | -29.4% | -15.6% | -45.1% |
| 3Y | -20.3% | -33.4% | +13.1% | -20.9% |
| All | -19.0% | -58.6% | +39.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling