-19.0%
USAR vs TSEM
+292.0%
-311.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.1% | +3.7% |
| 7D | -0.8% | +7.0% | -7.7% | -3.4% |
| 30D | -20.9% | -29.8% | +8.8% | -10.5% |
| 3M | -56.2% | -41.9% | -14.2% | -47.3% |
| 6M | -67.9% | -45.8% | -22.1% | -60.9% |
| YTD | -31.4% | +25.1% | -56.5% | -31.2% |
| 1Y | -45.1% | +48.2% | -93.3% | -46.0% |
| 3Y | -20.3% | +476.5% | -496.8% | -31.5% |
| All | -19.0% | +292.0% | -311.0% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling