+58.8%
T vs USB
+87.1%
-28.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | +2.6% | +1.4% | +1.1% | +2.1% |
| 30D | -1.1% | +6.4% | -7.5% | -3.1% |
| 3M | -7.7% | -4.5% | -3.3% | -6.4% |
| 6M | -10.6% | +11.4% | -22.0% | -13.9% |
| YTD | -7.5% | +17.1% | -24.6% | -13.0% |
| 1Y | -7.4% | +32.6% | -40.0% | -16.7% |
| 3Y | +63.1% | +101.8% | -38.8% | +21.7% |
| 5Y | +55.2% | +25.1% | +30.1% | +36.4% |
| 10Y | +58.8% | +84.9% | -26.1% | +17.6% |
| All | +58.8% | +87.1% | -28.3% | +17.6% |
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