+39.7%
USB vs TE
-75.9%
+115.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.7% |
| 7D | 0.0% | -12.6% | +12.6% | +0.6% |
| 30D | +5.8% | -36.7% | +42.6% | +8.3% |
| 3M | -6.0% | -57.5% | +51.5% | -1.8% |
| 6M | +7.8% | -55.2% | +63.0% | +10.0% |
| YTD | +14.6% | -64.7% | +79.3% | +17.1% |
| 1Y | +31.8% | -35.9% | +67.6% | +28.2% |
| 3Y | +91.5% | -31.8% | +123.3% | +67.8% |
| 5Y | +22.0% | -79.4% | +101.5% | +13.0% |
| All | +39.7% | -75.9% | +115.6% | +17.1% |
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