+124.1%
USB vs TLN
+678.8%
-554.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +6.4% | -4.6% | +11.0% | +6.7% |
| 3M | -4.5% | +5.2% | -9.7% | -5.3% |
| 6M | +11.4% | -6.5% | +17.9% | +11.1% |
| YTD | +17.1% | -3.6% | +20.7% | +15.8% |
| 1Y | +32.6% | -8.2% | +40.8% | +31.6% |
| 3Y | +101.8% | +559.7% | -457.9% | +48.8% |
| All | +124.1% | +678.8% | -554.8% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling