+67.7%
T vs USB
+40.0%
+27.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +11.4% | -1.3% | +12.7% | +11.6% |
| 3M | +14.3% | +15.2% | -1.0% | +11.1% |
| 6M | -9.3% | +18.8% | -28.1% | -12.5% |
| YTD | +7.1% | +21.0% | -13.9% | +2.5% |
| 1Y | -9.1% | +34.0% | -43.1% | -15.0% |
| 3Y | +105.3% | +95.3% | +10.0% | +70.7% |
| All | +67.7% | +40.0% | +27.6% | +50.5% |
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 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