+92.5%
USB vs TLN
+496.7%
-404.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.8% |
| 7D | -1.5% | -9.4% | +7.9% | -0.8% |
| 30D | +4.3% | -15.2% | +19.5% | +5.6% |
| 3M | -6.1% | -4.1% | -1.9% | -6.2% |
| 6M | +9.4% | -17.8% | +27.2% | +10.3% |
| YTD | +15.2% | -15.6% | +30.8% | +15.2% |
| 1Y | +32.8% | -21.6% | +54.4% | +33.6% |
| All | +92.5% | +496.7% | -404.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling