+54.5%
USAR vs TRGP
+299.9%
-245.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | -11.6% | +0.1% | -11.7% | -11.6% |
| 30D | -15.5% | +8.0% | -23.5% | -15.1% |
| 3M | -31.0% | +8.3% | -39.3% | -30.7% |
| 6M | -26.2% | +23.9% | -50.1% | -26.1% |
| YTD | +30.8% | +59.6% | -28.9% | +30.1% |
| 1Y | +7.1% | +79.4% | -72.3% | +6.3% |
| 3Y | +53.0% | +269.4% | -216.4% | +53.1% |
| All | +54.5% | +299.9% | -245.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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