+89.2%
USB vs TDY
+518.8%
-429.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.5% |
| 7D | +0.8% | -2.5% | +3.3% | +1.8% |
| 30D | +6.8% | +4.8% | +1.9% | +3.8% |
| 3M | -3.8% | -6.9% | +3.2% | -0.6% |
| 6M | +11.7% | +3.5% | +8.2% | +8.5% |
| YTD | +17.5% | +26.0% | -8.5% | +1.8% |
| 1Y | +33.8% | +25.4% | +8.4% | +16.1% |
| 3Y | +104.2% | +70.9% | +33.3% | +47.7% |
| 5Y | +26.4% | +46.6% | -20.1% | -2.0% |
| 10Y | +89.2% | +468.9% | -379.7% | -16.6% |
| All | +89.2% | +518.8% | -429.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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