-49.8%
USAR vs TXG
+406.9%
-456.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.4% | -9.3% | -7.2% |
| 7D | -21.8% | -19.3% | -2.5% | -15.0% |
| 30D | -39.9% | -30.9% | -9.0% | -31.6% |
| 3M | -52.5% | +41.1% | -93.6% | -60.9% |
| 6M | -67.9% | +211.9% | -279.8% | -81.5% |
| YTD | -31.1% | +314.0% | -345.1% | -64.8% |
| 1Y | -49.8% | +405.4% | -455.2% | -75.9% |
| All | -49.8% | +406.9% | -456.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling