-52.3%
USAR vs TPR
+29.9%
-82.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | +8.8% | -1.1% | +9.9% | +9.1% |
| 30D | -28.5% | +15.1% | -43.6% | -31.6% |
| 3M | -56.2% | -13.4% | -42.8% | -54.1% |
| 6M | -68.4% | +1.4% | -69.8% | -69.7% |
| YTD | -32.2% | +4.8% | -37.0% | -33.3% |
| 1Y | -52.3% | +29.2% | -81.5% | -68.4% |
| All | -52.3% | +29.9% | -82.2% | -68.4% |
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 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