+496.1%
USB vs TRI
+639.5%
-143.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.5% |
| 7D | -1.5% | +1.5% | -3.0% | -2.6% |
| 30D | +4.3% | +20.4% | -16.1% | -5.3% |
| 3M | -6.1% | +20.6% | -26.6% | -15.9% |
| 6M | +9.4% | +25.5% | -16.1% | -7.2% |
| YTD | +15.2% | -7.1% | +22.2% | +10.9% |
| 1Y | +32.8% | -14.7% | +47.4% | +33.9% |
| 3Y | +91.3% | -0.8% | +92.1% | +69.7% |
| 5Y | +22.7% | +10.4% | +12.2% | +0.2% |
| 10Y | +97.0% | +256.7% | -159.6% | -23.5% |
| All | +496.1% | +639.5% | -143.4% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling