+69.4%
USAR vs TSEM
+478.0%
-408.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -4.4% | +4.7% | -9.1% | -6.1% |
| 30D | -10.4% | -14.2% | +3.8% | -5.7% |
| 3M | -18.4% | -5.0% | -13.3% | -17.6% |
| 6M | -8.8% | +87.6% | -96.4% | -20.5% |
| YTD | +43.4% | +84.4% | -41.1% | +26.1% |
| 1Y | +21.0% | +235.4% | -214.4% | -0.9% |
| 3Y | +67.7% | +668.0% | -600.2% | +26.4% |
| All | +69.4% | +478.0% | -408.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling