-18.3%
USAR vs TPR
+235.4%
-253.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.9% | +10.9% |
| 7D | -14.5% | +14.2% | -28.7% | -15.8% |
| 30D | -37.8% | +17.1% | -54.9% | -38.9% |
| 3M | -52.8% | -17.7% | -35.0% | -51.8% |
| 6M | -71.2% | -10.2% | -61.1% | -71.0% |
| YTD | -30.9% | +4.9% | -35.8% | -30.8% |
| 1Y | -48.0% | +36.1% | -84.1% | -48.5% |
| 3Y | -19.7% | +416.5% | -436.2% | -17.9% |
| All | -18.3% | +235.4% | -253.7% | -16.7% |
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