+98.3%
USB vs TPR
+290.6%
-192.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | -1.3% | -23.3% | +22.0% | +5.5% |
| 3M | +15.2% | -12.8% | +28.0% | +18.3% |
| 6M | +18.8% | -21.7% | +40.6% | +25.4% |
| YTD | +21.0% | -3.9% | +24.9% | +19.7% |
| 1Y | +34.0% | +16.9% | +17.1% | +23.9% |
| All | +98.3% | +290.6% | -192.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling