-13.0%
USAR vs TPR
+243.7%
-256.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.0% | +6.3% |
| 7D | -1.1% | +12.7% | -13.8% | -2.3% |
| 30D | -30.3% | +17.1% | -47.3% | -31.5% |
| 3M | -54.7% | -15.9% | -38.8% | -53.9% |
| 6M | -67.5% | +2.6% | -70.1% | -67.7% |
| YTD | -26.4% | +7.5% | -33.9% | -26.4% |
| 1Y | -49.5% | +32.9% | -82.5% | -50.1% |
| 3Y | -14.5% | +413.8% | -428.3% | -12.8% |
| All | -13.0% | +243.7% | -256.7% | -11.4% |
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