+31.8%
USB vs TPR
+42.2%
-10.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | 0.0% | +14.2% | -14.2% | -2.7% |
| 30D | +5.8% | +17.1% | -11.2% | +2.4% |
| 3M | -6.0% | -17.7% | +11.8% | -2.9% |
| 6M | +7.8% | -10.2% | +17.9% | +8.4% |
| YTD | +14.6% | +4.9% | +9.7% | +13.1% |
| 1Y | +31.8% | +36.1% | -4.4% | +21.9% |
| All | +31.8% | +42.2% | -10.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling