+125.1%
USB vs TLN
+604.6%
-479.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.4% | +2.6% |
| 7D | +2.4% | -6.0% | +8.4% | +2.8% |
| 30D | +6.6% | -1.5% | +8.1% | +6.4% |
| 3M | -4.1% | -3.9% | -0.2% | -4.2% |
| 6M | +12.5% | -15.0% | +27.5% | +13.1% |
| YTD | +17.6% | -12.8% | +30.5% | +17.3% |
| 1Y | +36.5% | -17.3% | +53.8% | +36.7% |
| 3Y | +95.4% | +517.5% | -422.1% | +44.8% |
| All | +125.1% | +604.6% | -479.6% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling