-19.0%
USAR vs TT
+120.5%
-139.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -0.8% | +4.0% | -4.8% | -1.7% |
| 30D | -20.9% | -11.3% | -9.6% | -19.1% |
| 3M | -56.2% | -12.3% | -43.9% | -55.1% |
| 6M | -67.9% | -10.8% | -57.1% | -67.1% |
| YTD | -31.4% | +8.2% | -39.6% | -28.6% |
| 1Y | -45.1% | +1.5% | -46.5% | -43.2% |
| 3Y | -20.3% | +91.5% | -111.8% | -12.9% |
| All | -19.0% | +120.5% | -139.5% | -11.3% |
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