+34.0%
USB vs TEM
-15.5%
+49.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +0.9% | +0.5% | +1.4% |
| 30D | -1.3% | +38.4% | -39.7% | -2.9% |
| 3M | +15.2% | +23.7% | -8.4% | +14.0% |
| 6M | +18.8% | +26.0% | -7.2% | +16.6% |
| YTD | +21.0% | +9.4% | +11.6% | +19.4% |
| 1Y | +34.0% | -17.3% | +51.3% | +32.5% |
| All | +34.0% | -15.5% | +49.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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