+53.4%
T vs USB
+21.6%
+31.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -10.6% | +5.8% | -16.4% | -11.6% |
| 3M | -7.7% | -6.0% | -1.8% | -6.6% |
| 6M | -13.3% | +7.8% | -21.1% | -14.6% |
| YTD | -8.8% | +14.6% | -23.4% | -11.7% |
| 1Y | -8.4% | +31.8% | -40.2% | -14.1% |
| 3Y | +59.6% | +91.5% | -31.9% | +33.4% |
| All | +53.4% | +21.6% | +31.8% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling