+75.4%
USAR vs TXG
+13.5%
+61.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.6% |
| 7D | +2.3% | +9.4% | -7.1% | +0.6% |
| 30D | -8.6% | +26.1% | -34.7% | -12.9% |
| 3M | -20.5% | +124.8% | -145.3% | -31.9% |
| 6M | +1.2% | +215.2% | -214.0% | -17.9% |
| YTD | +48.4% | +302.2% | -253.8% | +17.1% |
| 1Y | +30.6% | +370.9% | -340.3% | +0.9% |
| 3Y | +73.6% | +38.5% | +35.1% | +32.0% |
| All | +75.4% | +13.5% | +61.9% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling