+41.2%
USB vs TPR
+239.8%
-198.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | -1.3% | -23.0% | +21.7% | +6.0% |
| 3M | +15.2% | -12.5% | +27.7% | +18.6% |
| 6M | +18.8% | -21.4% | +40.3% | +25.8% |
| YTD | +21.0% | -3.5% | +24.5% | +19.7% |
| 1Y | +34.0% | +17.4% | +16.7% | +23.7% |
| 3Y | +95.3% | +291.3% | -195.9% | +14.0% |
| All | +41.2% | +239.8% | -198.6% | -14.1% |
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