+75.4%
USAR vs TSLQ
-95.4%
+170.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.2% | -0.1% |
| 7D | +2.3% | -8.6% | +10.9% | +2.0% |
| 30D | -8.6% | -24.9% | +16.2% | -9.5% |
| 3M | -20.5% | -1.5% | -19.0% | -20.2% |
| 6M | +1.2% | -18.1% | +19.3% | +1.4% |
| YTD | +48.4% | -0.1% | +48.5% | +47.6% |
| 1Y | +30.6% | -51.4% | +82.0% | +32.1% |
| 3Y | +73.6% | -95.9% | +169.6% | +78.4% |
| All | +75.4% | -95.4% | +170.8% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling