+26.1%
USB vs TPR
+239.9%
-213.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.8% |
| 7D | +2.4% | +12.6% | -10.2% | -1.2% |
| 30D | +6.6% | +7.1% | -0.6% | +4.3% |
| 3M | -4.1% | -19.4% | +15.3% | +1.4% |
| 6M | +12.5% | -9.7% | +22.2% | +14.0% |
| YTD | +17.6% | -1.0% | +18.6% | +15.3% |
| 1Y | +36.5% | +19.3% | +17.2% | +25.4% |
| 3Y | +95.4% | +379.0% | -283.6% | +6.0% |
| 5Y | +26.1% | +239.1% | -212.9% | -23.8% |
| All | +26.1% | +239.9% | -213.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling