+59.3%
USAR vs TRMB
+6.4%
+52.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.7% |
| 7D | -9.3% | -5.4% | -3.9% | -7.9% |
| 30D | -15.2% | -2.0% | -13.2% | -14.7% |
| 3M | -21.1% | +12.3% | -33.4% | -24.4% |
| 6M | -21.6% | -17.6% | -4.0% | -16.8% |
| YTD | +34.8% | -27.5% | +62.2% | +47.3% |
| 1Y | +15.6% | -29.1% | +44.7% | +27.5% |
| 3Y | +57.7% | +11.5% | +46.2% | +71.3% |
| All | +59.3% | +6.4% | +52.8% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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