-65.5%
TEAM vs USB
+25.0%
-90.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -19.7% | -0.5% | -19.2% | -19.5% |
| 30D | -26.6% | +5.7% | -32.3% | -28.5% |
| 3M | -1.1% | -4.7% | +3.6% | +0.8% |
| 6M | +74.6% | +13.4% | +61.2% | +63.4% |
| YTD | -6.0% | +17.0% | -23.0% | -14.1% |
| 1Y | -3.2% | +32.4% | -35.6% | -17.0% |
| 3Y | -13.5% | +101.7% | -115.2% | -39.6% |
| 5Y | -65.5% | +24.4% | -89.9% | -68.6% |
| All | -65.5% | +25.0% | -90.5% | -68.6% |
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 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