+25.7%
USB vs TRI
+0.5%
+25.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.6% | -2.9% | +5.5% | +3.0% |
| 30D | +8.4% | +3.7% | +4.7% | +7.6% |
| 3M | -5.5% | +3.7% | -9.3% | -6.4% |
| 6M | +17.7% | +35.1% | -17.4% | +10.3% |
| YTD | +17.6% | -14.0% | +31.6% | +22.0% |
| 1Y | +33.9% | -19.0% | +52.8% | +41.4% |
| 3Y | +103.8% | -12.0% | +115.8% | +99.9% |
| All | +25.7% | +0.5% | +25.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling