+36.5%
USB vs TDG
-5.9%
+42.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +2.4% | +7.1% | -4.7% | +0.8% |
| 30D | +6.6% | +11.4% | -4.8% | +4.1% |
| 3M | -4.1% | -4.6% | +0.5% | -3.5% |
| 6M | +12.5% | +5.8% | +6.6% | +10.8% |
| YTD | +17.6% | -8.5% | +26.1% | +15.7% |
| 1Y | +36.5% | -5.8% | +42.3% | +33.4% |
| All | +36.5% | -5.9% | +42.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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