+33.9%
USB vs TRI
-17.3%
+51.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.6% | -2.9% | +5.5% | +2.7% |
| 30D | +8.4% | +3.7% | +4.7% | +8.3% |
| 3M | -5.5% | +3.7% | -9.3% | -5.6% |
| 6M | +17.7% | +35.1% | -17.4% | +16.3% |
| YTD | +17.6% | -14.0% | +31.6% | +24.4% |
| 1Y | +33.9% | -19.0% | +52.8% | +47.1% |
| All | +33.9% | -17.3% | +51.2% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling