+74.4%
USB vs TEM
+111.1%
-36.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.5% | +1.6% |
| 7D | +0.8% | +7.6% | -6.8% | +0.1% |
| 30D | +6.8% | +19.0% | -12.3% | +5.0% |
| 3M | -3.8% | +62.2% | -66.0% | -8.6% |
| 6M | +11.7% | +69.4% | -57.6% | +5.0% |
| YTD | +17.5% | +43.0% | -25.5% | +11.5% |
| 1Y | +33.8% | +18.0% | +15.8% | +29.1% |
| All | +74.4% | +111.1% | -36.7% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling