+67.7%
USAR vs TSLQ
-95.6%
+163.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -4.4% | -8.0% | +3.6% | -4.7% |
| 30D | -10.4% | -23.8% | +13.4% | -11.2% |
| 3M | -18.4% | -7.0% | -11.4% | -18.2% |
| 6M | -8.8% | -17.1% | +8.3% | -8.6% |
| YTD | +43.4% | +0.1% | +43.3% | +42.6% |
| 1Y | +21.0% | -51.2% | +72.2% | +22.4% |
| All | +67.7% | -95.6% | +163.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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