+69.4%
USAR vs TSN
+11.4%
+58.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.7% |
| 7D | -4.4% | -7.3% | +2.9% | -6.5% |
| 30D | -10.4% | -8.6% | -1.8% | -12.8% |
| 3M | -18.4% | -7.5% | -10.9% | -19.9% |
| 6M | -8.8% | -14.1% | +5.3% | -12.1% |
| YTD | +43.4% | -9.4% | +52.8% | +40.6% |
| 1Y | +21.0% | -4.1% | +25.1% | +20.4% |
| 3Y | +67.7% | +10.3% | +57.4% | +65.6% |
| All | +69.4% | +11.4% | +58.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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