-19.0%
USAR vs TSLQ
-96.3%
+77.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.4% |
| 7D | -0.8% | -16.8% | +16.1% | -1.9% |
| 30D | -20.9% | -18.0% | -3.0% | -21.4% |
| 3M | -56.2% | -34.5% | -21.7% | -56.6% |
| 6M | -67.9% | -8.9% | -59.0% | -67.9% |
| YTD | -31.4% | -19.0% | -12.4% | -32.1% |
| 1Y | -45.1% | -38.2% | -6.8% | -45.1% |
| 3Y | -20.3% | -96.9% | +76.6% | -18.5% |
| All | -19.0% | -96.3% | +77.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling