+34.0%
USB vs TLN
-17.2%
+51.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -0.5% |
| 7D | +1.4% | +7.1% | -5.6% | +1.0% |
| 30D | -1.3% | -3.9% | +2.6% | -1.2% |
| 3M | +15.2% | -16.2% | +31.4% | +15.9% |
| 6M | +18.8% | -5.8% | +24.6% | +18.3% |
| YTD | +21.0% | -15.4% | +36.4% | +21.3% |
| 1Y | +34.0% | -16.7% | +50.7% | +38.2% |
| All | +34.0% | -17.2% | +51.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling