+22.8%
TMO vs USB
+32.1%
-9.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | +8.4% | +5.7% | +2.7% | +6.6% |
| 3M | +18.7% | -4.7% | +23.4% | +20.4% |
| 6M | +58.9% | +13.4% | +45.5% | +48.9% |
| YTD | +24.2% | +17.0% | +7.2% | +12.4% |
| 1Y | +22.8% | +32.4% | -9.6% | +3.3% |
| All | +22.8% | +32.1% | -9.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling