-19.0%
USAR vs TXG
+0.7%
-19.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | -20.9% | -20.4% | -0.5% | -17.0% |
| 3M | -56.2% | +0.1% | -56.2% | -56.4% |
| 6M | -67.9% | +176.2% | -244.1% | -73.4% |
| YTD | -31.4% | +256.8% | -288.2% | -44.8% |
| 1Y | -45.1% | +255.9% | -301.0% | -55.8% |
| 3Y | -20.3% | +60.2% | -80.5% | -38.2% |
| All | -19.0% | +0.7% | -19.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling