-19.0%
USAR vs TPR
+234.4%
-253.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -20.9% | +15.1% | -36.0% | -22.2% |
| 3M | -56.2% | +3.5% | -59.7% | -56.4% |
| 6M | -67.9% | +0.4% | -68.3% | -68.1% |
| YTD | -31.4% | +4.6% | -36.0% | -31.3% |
| 1Y | -45.1% | +33.1% | -78.2% | -45.6% |
| 3Y | -20.3% | +396.0% | -416.3% | -18.6% |
| All | -19.0% | +234.4% | -253.4% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling