+12.5%
USB vs TEM
+38.9%
-26.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +1.9% |
| 7D | +2.4% | -1.3% | +3.7% | +2.4% |
| 30D | +6.6% | -9.5% | +16.1% | +6.6% |
| 3M | -4.1% | +60.7% | -64.8% | -3.9% |
| 6M | +12.5% | +35.5% | -23.0% | +12.1% |
| All | +12.5% | +38.9% | -26.4% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling