+91.7%
USB vs TDY
+490.2%
-398.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -2.8% |
| 7D | 0.0% | -6.0% | +6.0% | +2.9% |
| 30D | +5.8% | +2.4% | +3.4% | +4.1% |
| 3M | -6.0% | -10.0% | +4.1% | -1.1% |
| 6M | +7.8% | -4.0% | +11.7% | +8.9% |
| YTD | +14.6% | +21.1% | -6.5% | +1.3% |
| 1Y | +31.8% | +22.1% | +9.7% | +15.9% |
| 3Y | +91.5% | +64.0% | +27.5% | +41.5% |
| 5Y | +22.0% | +38.6% | -16.5% | -2.6% |
| All | +91.7% | +490.2% | -398.4% | -18.8% |
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