+386.6%
TMO vs USB
+83.8%
+302.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | +4.0% | +8.4% | -4.4% | +1.6% |
| 3M | +17.6% | -5.5% | +23.1% | +19.3% |
| 6M | +57.3% | +17.7% | +39.5% | +49.4% |
| YTD | +21.2% | +17.6% | +3.6% | +15.1% |
| 1Y | +21.1% | +33.9% | -12.8% | +10.8% |
| 3Y | +58.8% | +103.8% | -45.0% | +28.4% |
| 5Y | +11.8% | +25.6% | -13.8% | +0.1% |
| All | +386.6% | +83.8% | +302.8% | +297.0% |
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