+69.4%
USAR vs TTMI
+793.2%
-723.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.1% |
| 7D | -4.4% | +7.5% | -11.9% | -6.8% |
| 30D | -10.4% | -4.5% | -5.9% | -9.6% |
| 3M | -18.4% | -28.5% | +10.2% | -10.4% |
| 6M | -8.8% | +28.4% | -37.2% | -13.2% |
| YTD | +43.4% | +80.1% | -36.7% | +27.8% |
| 1Y | +21.0% | +161.0% | -140.0% | +5.0% |
| 3Y | +67.7% | +862.4% | -794.7% | +44.4% |
| All | +69.4% | +793.2% | -723.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling