+57.7%
USAR vs TTMI
+844.7%
-787.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.5% |
| 7D | -9.3% | +6.0% | -15.4% | -11.2% |
| 30D | -15.2% | -6.4% | -8.8% | -13.8% |
| 3M | -21.1% | -28.9% | +7.8% | -13.0% |
| 6M | -21.6% | +26.9% | -48.4% | -25.1% |
| YTD | +34.8% | +77.3% | -42.5% | +20.5% |
| 1Y | +15.6% | +147.5% | -131.9% | +0.9% |
| All | +57.7% | +844.7% | -787.0% | +35.9% |
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