+54.5%
USAR vs TXG
+18.6%
+35.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.6% |
| 7D | -11.6% | +9.5% | -21.1% | -13.2% |
| 30D | -15.5% | +18.8% | -34.3% | -18.4% |
| 3M | -31.0% | +136.1% | -167.1% | -41.4% |
| 6M | -26.2% | +235.2% | -261.5% | -40.8% |
| YTD | +30.8% | +320.5% | -289.8% | +2.3% |
| 1Y | +7.1% | +425.2% | -418.1% | -18.4% |
| 3Y | +53.0% | +42.9% | +10.1% | +15.3% |
| All | +54.5% | +18.6% | +35.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling