-21.4%
USAR vs TT
+122.0%
-143.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -9.1% | +0.8% | -9.9% | -9.2% |
| 30D | -36.9% | -11.8% | -25.2% | -35.4% |
| 3M | -58.4% | -11.6% | -46.8% | -57.5% |
| 6M | -70.6% | -9.3% | -61.3% | -70.0% |
| YTD | -33.4% | +8.9% | -42.3% | -30.8% |
| 1Y | -54.0% | -2.2% | -51.8% | -52.9% |
| 3Y | -22.7% | +91.9% | -114.5% | -15.6% |
| All | -21.4% | +122.0% | -143.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling