+41.2%
USB vs TE
-47.8%
+89.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +1.7% |
| 30D | -1.3% | -15.9% | +14.6% | -0.5% |
| 3M | +15.2% | -60.5% | +75.8% | +20.6% |
| 6M | +18.8% | -35.2% | +54.0% | +18.8% |
| YTD | +21.0% | -31.1% | +52.2% | +19.5% |
| 1Y | +34.0% | +148.6% | -114.6% | +17.5% |
| 3Y | +95.3% | -26.4% | +121.7% | +73.3% |
| All | +41.2% | -47.8% | +89.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling