+91.7%
USB vs TRI
+236.7%
-145.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.8% |
| 7D | 0.0% | -4.8% | +4.8% | +1.2% |
| 30D | +5.8% | +13.4% | -7.5% | +1.7% |
| 3M | -6.0% | +13.1% | -19.1% | -10.3% |
| 6M | +7.8% | +24.4% | -16.7% | -2.1% |
| YTD | +14.6% | -11.4% | +26.0% | +17.1% |
| 1Y | +31.8% | -15.6% | +47.4% | +37.5% |
| 3Y | +91.5% | -6.5% | +98.0% | +81.6% |
| 5Y | +22.0% | +5.3% | +16.8% | +6.7% |
| All | +91.7% | +236.7% | -145.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling