-21.4%
USAR vs TPR
+242.5%
-263.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | -9.1% | +12.1% | -21.1% | -10.2% |
| 30D | -36.9% | +16.7% | -53.6% | -38.0% |
| 3M | -58.4% | -17.4% | -41.0% | -57.6% |
| 6M | -70.6% | +2.3% | -72.9% | -70.8% |
| YTD | -33.4% | +7.1% | -40.6% | -33.4% |
| 1Y | -54.0% | +29.5% | -83.5% | -54.5% |
| 3Y | -22.7% | +415.0% | -437.7% | -21.1% |
| All | -21.4% | +242.5% | -263.9% | -19.9% |
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