+40.5%
USB vs TE
-76.7%
+117.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.5% | +14.4% | -1.1% |
| 7D | -1.5% | -20.3% | +18.8% | -0.3% |
| 30D | +4.3% | -40.0% | +44.3% | +7.1% |
| 3M | -6.1% | -58.3% | +52.2% | -1.8% |
| 6M | +9.4% | -57.3% | +66.7% | +12.0% |
| YTD | +15.2% | -65.9% | +81.0% | +18.0% |
| 1Y | +32.8% | -44.3% | +77.0% | +30.3% |
| 3Y | +91.3% | -36.0% | +127.3% | +68.4% |
| 5Y | +22.7% | -80.1% | +102.8% | +13.8% |
| All | +40.5% | -76.7% | +117.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling