+75.4%
USAR vs TNA
+89.5%
-14.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +2.3% | +4.1% | -1.8% | +1.1% |
| 30D | -8.6% | -7.6% | -1.0% | -6.3% |
| 3M | -20.5% | +8.1% | -28.6% | -21.5% |
| 6M | +1.2% | +49.0% | -47.8% | -5.2% |
| YTD | +48.4% | +51.7% | -3.3% | +39.5% |
| 1Y | +30.6% | +59.6% | -29.0% | +23.0% |
| 3Y | +73.6% | +118.9% | -45.2% | +65.0% |
| All | +75.4% | +89.5% | -14.2% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling