+9,348.7%
TMO vs USB
+8,078.7%
+1,270.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +4.9% | +5.8% | -0.9% | +3.4% |
| 3M | +19.9% | -6.0% | +25.8% | +21.6% |
| 6M | +47.2% | +7.8% | +39.4% | +43.8% |
| YTD | +20.2% | +14.6% | +5.6% | +15.6% |
| 1Y | +23.2% | +31.8% | -8.6% | +14.1% |
| 3Y | +54.2% | +91.5% | -37.4% | +28.7% |
| 5Y | +14.3% | +22.0% | -7.8% | +4.7% |
| 10Y | +387.6% | +96.1% | +291.6% | +277.0% |
| All | +9,348.7% | +8,078.7% | +1,270.0% | +3,703.3% |
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 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