+481.2%
USB vs TDY
+7,137.3%
-6,656.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +1.4% | -1.8% | +3.3% | +2.0% |
| 30D | -1.3% | -10.7% | +9.4% | +2.1% |
| 3M | +15.2% | -1.3% | +16.5% | +15.5% |
| 6M | +18.8% | -10.6% | +29.4% | +22.4% |
| YTD | +21.0% | +19.6% | +1.4% | +13.9% |
| 1Y | +34.0% | +11.6% | +22.4% | +28.6% |
| 3Y | +95.3% | +45.2% | +50.1% | +72.9% |
| 5Y | +40.4% | +36.1% | +4.3% | +26.0% |
| 10Y | +107.3% | +458.8% | -351.5% | +27.1% |
| All | +481.2% | +7,137.3% | -6,656.1% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling