-67.9%
USAR vs TSLQ
-12.5%
-55.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +2.7% |
| 7D | -0.8% | -16.8% | +16.1% | -8.0% |
| 30D | -20.9% | -18.0% | -3.0% | -24.7% |
| 3M | -56.2% | -34.5% | -21.7% | -60.9% |
| 6M | -67.9% | -8.9% | -59.0% | -61.3% |
| All | -67.9% | -12.5% | -55.4% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling