+1,595.4%
T vs USB
+8,296.0%
-6,700.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | +5.5% | +2.4% | +3.1% | +4.8% |
| 30D | -8.9% | +6.6% | -15.5% | -10.4% |
| 3M | -5.6% | -4.1% | -1.5% | -4.6% |
| 6M | -14.3% | +12.5% | -26.8% | -16.9% |
| YTD | -7.9% | +17.6% | -25.6% | -12.2% |
| 1Y | -6.4% | +36.5% | -42.9% | -14.2% |
| 3Y | +59.8% | +95.4% | -35.6% | +31.0% |
| 5Y | +55.3% | +26.1% | +29.2% | +39.7% |
| 10Y | +58.3% | +101.3% | -43.0% | +23.1% |
| All | +1,595.4% | +8,296.0% | -6,700.6% | +615.7% |
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