+108.7%
USB vs TMF
-86.8%
+195.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | +1.4% | -1.4% | +2.9% | +1.2% |
| 30D | -1.3% | -2.8% | +1.5% | -1.7% |
| 3M | +15.2% | -10.9% | +26.1% | +13.4% |
| 6M | +18.8% | -21.3% | +40.1% | +14.7% |
| YTD | +21.0% | -15.9% | +36.9% | +18.2% |
| 1Y | +34.0% | -15.7% | +49.8% | +31.2% |
| 3Y | +95.3% | -43.4% | +138.7% | +81.1% |
| 5Y | +40.4% | -87.8% | +128.1% | -11.3% |
| All | +108.7% | -86.8% | +195.5% | +60.9% |
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