+119.3%
USB vs TLN
+630.2%
-511.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.1% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +5.8% | -10.5% | +16.3% | +6.6% |
| 3M | -6.0% | +0.1% | -6.1% | -6.4% |
| 6M | +7.8% | -17.4% | +25.2% | +8.7% |
| YTD | +14.6% | -9.7% | +24.2% | +13.9% |
| 1Y | +31.8% | -12.3% | +44.0% | +31.2% |
| 3Y | +91.5% | +528.3% | -436.8% | +41.7% |
| All | +119.3% | +630.2% | -511.0% | +70.5% |
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