+98.3%
USB vs TDY
+44.8%
+53.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.4% | -1.8% | +3.3% | +2.3% |
| 30D | -1.3% | -10.7% | +9.4% | +3.8% |
| 3M | +15.2% | -1.3% | +16.5% | +15.5% |
| 6M | +18.8% | -10.6% | +29.4% | +24.4% |
| YTD | +21.0% | +19.6% | +1.4% | +8.4% |
| 1Y | +34.0% | +11.6% | +22.4% | +24.2% |
| All | +98.3% | +44.8% | +53.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling