-13.7%
T vs USB
+9.6%
-23.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | +4.3% | -1.5% | +5.8% | +4.9% |
| 30D | -9.7% | +4.3% | -14.0% | -11.2% |
| 3M | -4.3% | -6.1% | +1.8% | -2.2% |
| 6M | -13.7% | +9.4% | -23.1% | -14.8% |
| All | -13.7% | +9.6% | -23.2% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling