+56.9%
T vs USB
+93.8%
-36.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +4.3% | -1.5% | +5.8% | +4.8% |
| 30D | -9.7% | +4.3% | -14.0% | -11.0% |
| 3M | -4.3% | -6.1% | +1.8% | -2.4% |
| 6M | -13.7% | +9.4% | -23.1% | -16.3% |
| YTD | -8.0% | +15.2% | -23.1% | -12.9% |
| 1Y | -6.9% | +32.8% | -39.7% | -16.3% |
| 3Y | +59.7% | +91.3% | -31.6% | +21.7% |
| 5Y | +53.4% | +22.7% | +30.8% | +35.8% |
| All | +56.9% | +93.8% | -36.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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