+92.5%
USB vs TPR
+412.6%
-320.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -3.9% |
| 7D | -1.5% | +13.9% | -15.3% | -4.8% |
| 30D | +4.3% | +14.9% | -10.6% | +0.5% |
| 3M | -6.1% | -15.4% | +9.3% | -2.7% |
| 6M | +9.4% | -4.5% | +13.9% | +8.9% |
| YTD | +15.2% | +6.0% | +9.2% | +11.0% |
| 1Y | +32.8% | +24.3% | +8.4% | +21.8% |
| All | +92.5% | +412.6% | -320.2% | -10.2% |
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 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