+102.1%
USB vs TDG
+42.2%
+59.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | +1.2% | +1.2% | 0.0% | +0.8% |
| 30D | +6.3% | +8.1% | -1.9% | +3.8% |
| 3M | -6.1% | -2.6% | -3.5% | -5.5% |
| 6M | +13.0% | +1.0% | +12.0% | +12.1% |
| YTD | +16.6% | -9.5% | +26.1% | +18.5% |
| 1Y | +31.1% | -8.0% | +39.2% | +32.5% |
| All | +102.1% | +42.2% | +59.9% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling