+40.4%
USB vs TFC
+15.2%
+25.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.3% |
| 7D | +2.1% | +2.2% | -0.2% | +0.4% |
| 30D | -2.3% | -2.5% | +0.2% | -0.4% |
| 3M | +13.9% | +4.5% | +9.3% | +9.8% |
| 6M | +21.6% | +11.0% | +10.6% | +11.8% |
| YTD | +19.3% | +5.9% | +13.4% | +13.8% |
| 1Y | +33.6% | +14.6% | +19.0% | +19.8% |
| 3Y | +97.7% | +96.7% | +1.0% | +16.8% |
| 5Y | +40.4% | +15.6% | +24.9% | +22.6% |
| All | +40.4% | +15.2% | +25.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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