+33.9%
USB vs TE
-49.1%
+82.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.9% |
| 7D | +2.6% | -19.1% | +21.7% | +3.1% |
| 30D | +8.4% | -34.1% | +42.5% | +9.3% |
| 3M | -5.5% | -60.1% | +54.6% | -3.7% |
| 6M | +17.7% | -66.0% | +83.7% | +18.9% |
| YTD | +17.6% | -71.4% | +89.0% | +19.6% |
| 1Y | +33.9% | -45.3% | +79.1% | +38.4% |
| All | +33.9% | -49.1% | +82.9% | +38.4% |
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