+70.9%
USB vs TEM
+76.1%
-5.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | -1.5% |
| 7D | -1.5% | -9.5% | +8.1% | -0.7% |
| 30D | +4.3% | -2.2% | +6.4% | +4.3% |
| 3M | -6.1% | +50.8% | -56.9% | -10.4% |
| 6M | +9.4% | +30.3% | -20.9% | +5.2% |
| YTD | +15.2% | +19.3% | -4.1% | +11.0% |
| 1Y | +32.8% | -14.4% | +47.1% | +31.7% |
| All | +70.9% | +76.1% | -5.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling