-49.8%
USAR vs TPR
+20.9%
-70.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -7.0% |
| 7D | -21.8% | +12.6% | -34.4% | -25.1% |
| 30D | -39.9% | +7.1% | -47.1% | -41.4% |
| 3M | -52.5% | -19.4% | -33.2% | -48.9% |
| 6M | -67.9% | -9.7% | -58.2% | -67.7% |
| YTD | -31.1% | -1.0% | -30.1% | -32.1% |
| 1Y | -49.8% | +19.3% | -69.1% | -58.0% |
| All | -49.8% | +20.9% | -70.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling