+460.1%
TEAM vs USB
+92.8%
+367.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.5% | -15.7% | -16.0% |
| 7D | -19.8% | 0.0% | -19.8% | -19.8% |
| 30D | -21.5% | +5.8% | -27.3% | -22.7% |
| 3M | +39.5% | -6.0% | +45.5% | +41.6% |
| 6M | +73.1% | +7.8% | +65.3% | +69.1% |
| YTD | -5.2% | +14.6% | -19.8% | -9.3% |
| 1Y | -1.6% | +31.8% | -33.3% | -9.4% |
| 3Y | -11.4% | +91.5% | -103.0% | -25.3% |
| 5Y | -65.1% | +22.0% | -87.1% | -68.5% |
| All | +460.1% | +92.8% | +367.2% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling