-20.3%
USAR vs TTMI
+421.7%
-442.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.1% |
| 7D | -0.8% | +11.4% | -12.2% | -4.5% |
| 30D | -20.9% | -28.3% | +7.4% | -13.5% |
| 3M | -56.2% | -46.7% | -9.5% | -47.3% |
| 6M | -67.9% | -56.1% | -11.8% | -59.0% |
| YTD | -31.4% | +7.4% | -38.8% | -29.8% |
| 1Y | -45.1% | +17.4% | -62.5% | -44.0% |
| 3Y | -20.3% | +429.1% | -449.5% | -21.4% |
| All | -20.3% | +421.7% | -442.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 3y: compounded portfolio wealth divided by compounded TTMI 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…
3y analysis · Full analysis span regression · 6 months rolling