+108.7%
USB vs TPR
+321.0%
-212.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.3% |
| 30D | -1.3% | -23.0% | +21.7% | +7.1% |
| 3M | +15.2% | -12.5% | +27.7% | +19.2% |
| 6M | +18.8% | -21.4% | +40.3% | +26.8% |
| YTD | +21.0% | -3.5% | +24.5% | +19.7% |
| 1Y | +34.0% | +17.4% | +16.7% | +22.7% |
| 3Y | +95.3% | +291.3% | -195.9% | +10.2% |
| 5Y | +40.4% | +241.9% | -201.5% | -20.3% |
| All | +108.7% | +321.0% | -212.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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