+54.5%
USAR vs TPG
+79.0%
-24.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -11.6% | -9.4% | -2.2% | -9.8% |
| 30D | -15.5% | -5.3% | -10.2% | -14.6% |
| 3M | -31.0% | +12.9% | -43.9% | -32.7% |
| 6M | -26.2% | +20.1% | -46.3% | -28.4% |
| YTD | +30.8% | -22.5% | +53.2% | +32.6% |
| 1Y | +7.1% | -19.7% | +26.8% | +8.1% |
| 3Y | +53.0% | +81.2% | -28.2% | +53.5% |
| All | +54.5% | +79.0% | -24.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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