+43.3%
USB vs TE
-76.6%
+119.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.7% |
| 7D | +0.8% | -10.5% | +11.3% | +1.3% |
| 30D | +6.8% | -32.4% | +39.2% | +8.9% |
| 3M | -3.8% | -60.9% | +57.1% | +0.9% |
| 6M | +11.7% | -62.8% | +74.6% | +15.5% |
| YTD | +17.5% | -65.7% | +83.2% | +20.3% |
| 1Y | +33.8% | -39.9% | +73.7% | +30.7% |
| 3Y | +104.2% | +10.6% | +93.6% | +72.9% |
| 5Y | +26.4% | -79.7% | +106.1% | +17.2% |
| All | +43.3% | -76.6% | +119.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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