+54.5%
USAR vs TNA
+78.1%
-23.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -11.6% | -7.3% | -4.4% | -9.6% |
| 30D | -15.5% | -14.2% | -1.3% | -11.4% |
| 3M | -31.0% | -4.6% | -26.5% | -29.5% |
| 6M | -26.2% | +36.9% | -63.1% | -29.3% |
| YTD | +30.8% | +42.5% | -11.8% | +25.2% |
| 1Y | +7.1% | +45.8% | -38.7% | +2.9% |
| 3Y | +53.0% | +104.7% | -51.7% | +48.1% |
| All | +54.5% | +78.1% | -23.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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