-19.0%
USAR vs TSN
+26.7%
-45.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +0.9% |
| 7D | -0.8% | -1.4% | +0.7% | -1.3% |
| 30D | -20.9% | +8.5% | -29.4% | -18.5% |
| 3M | -56.2% | +5.3% | -61.4% | -55.2% |
| 6M | -67.9% | -10.5% | -57.4% | -68.4% |
| YTD | -31.4% | +3.0% | -34.4% | -29.6% |
| 1Y | -45.1% | +12.1% | -57.2% | -42.2% |
| 3Y | -20.3% | +43.1% | -63.4% | -17.7% |
| All | -19.0% | +26.7% | -45.6% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling