+31.8%
USB vs TE
-42.6%
+74.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | 0.0% | -12.6% | +12.6% | +0.3% |
| 30D | +5.8% | -36.7% | +42.6% | +6.9% |
| 3M | -6.0% | -57.5% | +51.5% | -4.3% |
| 6M | +7.8% | -55.2% | +63.0% | +8.2% |
| YTD | +14.6% | -64.7% | +79.3% | +15.9% |
| 1Y | +31.8% | -35.9% | +67.6% | +32.1% |
| All | +31.8% | -42.6% | +74.4% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling