+21.1%
USB vs TPG
+85.9%
-64.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.2% |
| 7D | +2.1% | -2.9% | +5.0% | +3.2% |
| 30D | -2.3% | +5.0% | -7.3% | -4.4% |
| 3M | +13.9% | +24.9% | -11.0% | +3.8% |
| 6M | +21.6% | +21.1% | +0.5% | +11.5% |
| YTD | +19.3% | -17.3% | +36.6% | +26.1% |
| 1Y | +33.6% | -9.8% | +43.4% | +35.5% |
| 3Y | +97.7% | +95.4% | +2.3% | +44.5% |
| All | +21.1% | +85.9% | -64.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling