-19.3%
USAR vs TSEM
+599.9%
-619.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.6% | -3.3% | +1.4% |
| 7D | +0.8% | +6.8% | -6.0% | -1.6% |
| 30D | -30.1% | -26.6% | -3.5% | -21.7% |
| 3M | -56.3% | -36.3% | -19.9% | -48.9% |
| 6M | -68.6% | -30.6% | -38.0% | -64.3% |
| YTD | -30.5% | +35.3% | -65.8% | -32.6% |
| 1Y | -53.5% | +59.2% | -112.7% | -55.8% |
| All | -19.3% | +599.9% | -619.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling