+74.9%
USAR vs TPR
+208.5%
-133.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | +2.6% | -23.0% | +25.6% | +5.5% |
| 3M | -35.0% | -12.5% | -22.5% | -34.3% |
| 6M | -6.9% | -21.4% | +14.6% | -5.4% |
| YTD | +48.0% | -3.5% | +51.5% | +49.8% |
| 1Y | +24.8% | +17.4% | +7.5% | +25.2% |
| 3Y | +73.2% | +291.3% | -218.0% | +78.7% |
| All | +74.9% | +208.5% | -133.6% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling