+1,872.1%
T vs USB
+8,537.0%
-6,664.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +14.3% | +15.2% | -1.0% | +10.2% |
| 6M | -9.3% | +18.8% | -28.1% | -13.4% |
| YTD | +7.1% | +21.0% | -13.9% | +1.5% |
| 1Y | -9.1% | +34.0% | -43.1% | -16.3% |
| 3Y | +105.3% | +95.3% | +10.0% | +67.8% |
| 5Y | +66.8% | +40.4% | +26.4% | +45.9% |
| 10Y | +66.8% | +107.3% | -40.5% | +28.7% |
| All | +1,872.1% | +8,537.0% | -6,664.8% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling