+468.1%
USB vs TMF
-69.3%
+537.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +2.4% |
| 7D | +2.4% | +4.0% | -1.6% | +3.2% |
| 30D | +6.6% | +19.5% | -12.9% | +10.2% |
| 3M | -4.1% | -3.5% | -0.6% | -4.7% |
| 6M | +12.5% | -10.6% | +23.1% | +10.2% |
| YTD | +17.6% | -17.1% | +34.7% | +13.9% |
| 1Y | +36.5% | -24.3% | +60.8% | +29.9% |
| 3Y | +95.4% | -27.2% | +122.6% | +89.2% |
| 5Y | +26.1% | -87.6% | +113.7% | -17.5% |
| 10Y | +101.3% | -84.8% | +186.0% | +59.8% |
| All | +468.1% | -69.3% | +537.4% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling