+70.1%
USB vs TEM
+90.1%
-20.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -1.1% |
| 7D | 0.0% | +5.3% | -5.3% | -0.5% |
| 30D | +5.8% | +8.1% | -2.3% | +5.0% |
| 3M | -6.0% | +64.9% | -70.9% | -11.0% |
| 6M | +7.8% | +42.1% | -34.4% | +2.9% |
| YTD | +14.6% | +28.8% | -14.2% | +9.7% |
| 1Y | +31.8% | +5.5% | +26.3% | +28.4% |
| All | +70.1% | +90.1% | -20.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling