+75.4%
USAR vs TT
+135.3%
-59.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | -8.6% | -7.3% | -1.3% | -7.5% |
| 3M | -20.5% | -2.6% | -17.9% | -19.8% |
| 6M | +1.2% | +5.9% | -4.7% | +2.0% |
| YTD | +48.4% | +15.4% | +33.0% | +52.5% |
| 1Y | +30.6% | +8.2% | +22.4% | +33.5% |
| 3Y | +73.6% | +122.7% | -49.0% | +87.4% |
| All | +75.4% | +135.3% | -59.9% | +89.4% |
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