+54.5%
USAR vs TSEM
+464.5%
-410.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.6% |
| 7D | -11.6% | -4.9% | -6.8% | -10.1% |
| 30D | -15.5% | -18.7% | +3.3% | -9.3% |
| 3M | -31.0% | -18.1% | -12.9% | -27.2% |
| 6M | -26.2% | +77.1% | -103.3% | -34.7% |
| YTD | +30.8% | +80.1% | -49.4% | +16.0% |
| 1Y | +7.1% | +220.4% | -213.3% | -11.3% |
| 3Y | +53.0% | +650.1% | -597.1% | +16.2% |
| All | +54.5% | +464.5% | -410.0% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling