+92.7%
USB vs TMF
-84.4%
+177.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.0% |
| 7D | -1.5% | +2.7% | -4.2% | -1.1% |
| 30D | +4.3% | +19.3% | -15.0% | +7.1% |
| 3M | -6.1% | -3.7% | -2.4% | -6.5% |
| 6M | +9.4% | -11.3% | +20.7% | +7.6% |
| YTD | +15.2% | -16.6% | +31.8% | +12.3% |
| 1Y | +32.8% | -21.1% | +53.9% | +28.4% |
| 3Y | +91.3% | -26.8% | +118.1% | +87.4% |
| 5Y | +22.7% | -88.0% | +110.7% | -23.8% |
| All | +92.7% | -84.4% | +177.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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