+75.4%
USAR vs TPR
+197.0%
-121.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | +2.3% | -3.4% | +5.7% | +2.7% |
| 30D | -8.6% | -27.3% | +18.7% | -5.5% |
| 3M | -20.5% | -16.2% | -4.3% | -19.2% |
| 6M | +1.2% | -17.9% | +19.1% | +3.0% |
| YTD | +48.4% | -7.1% | +55.5% | +50.8% |
| 1Y | +30.6% | +13.6% | +17.0% | +31.5% |
| 3Y | +73.6% | +293.7% | -220.1% | +79.9% |
| All | +75.4% | +197.0% | -121.6% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling