-49.8%
USAR vs TSEM
+79.9%
-129.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.7% | +2.9% | -1.4% |
| 7D | -21.8% | -23.1% | +1.4% | -10.7% |
| 30D | -39.9% | -40.4% | +0.5% | -22.5% |
| 3M | -52.5% | -37.9% | -14.7% | -41.1% |
| 6M | -67.9% | -30.8% | -37.1% | -62.6% |
| YTD | -31.1% | +26.7% | -57.8% | -39.1% |
| 1Y | -49.8% | +80.5% | -130.3% | -62.9% |
| All | -49.8% | +79.9% | -129.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling