+61.1%
T vs USB
+94.5%
-33.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | +5.5% | +2.4% | +3.1% | +5.1% |
| 30D | -8.9% | +6.6% | -15.5% | -9.6% |
| 3M | -5.6% | -4.1% | -1.5% | -5.2% |
| 6M | -14.3% | +12.5% | -26.8% | -15.2% |
| YTD | -7.9% | +17.6% | -25.6% | -9.7% |
| 1Y | -6.4% | +36.5% | -42.9% | -10.0% |
| All | +61.1% | +94.5% | -33.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling